XIU Nai-hua, GAO Zi-you. Convergence of a Modified SLP Algorithm for the Extended Linear Complementarity Problem[J]. Applied Mathematics and Mechanics, 2001, 22(5): 534-540.
Citation: XIU Nai-hua, GAO Zi-you. Convergence of a Modified SLP Algorithm for the Extended Linear Complementarity Problem[J]. Applied Mathematics and Mechanics, 2001, 22(5): 534-540.

Convergence of a Modified SLP Algorithm for the Extended Linear Complementarity Problem

  • Received Date: 1999-10-25
  • Rev Recd Date: 2001-01-18
  • Publish Date: 2001-05-15
  • A modified sequential linear programming algorithm is presented,whose subproblem is always solvable,for the extended linear complementarity problem(XLCP),the global convergence of the algorithm under assumption of X-row sufficiency or X-column monotonicity is proved.As a result,a sufficient condition for existence and boundedness of solution to the XLCP are obtained.
  • loading
  • [1]
    Mangasarian O L,Pang J S.The extended linear complementarity problem[J].SIAM Journal on Matrix Analysis and Applications,1995,16(2):359-368.
    [2]
    Ye Y.A fully polynomial-time approximation algorithm for computing a stationary point of the general linear complementarity problem[J].Mathematics of Opreations Research,1993,18(2):334-345.
    [3]
    Ferris M C,Pang J S.Engineering and economic applications of complementarity problems[J].SIAM Review,1997,39(4):669-713.
    [4]
    Gowda M S.On the extended linear complementarity problems[J].Mathematical Programming,1996,72(1):33-50.
    [5]
    Cottle R W,Pang J S,Stone R E.The Linear Complementarity Problem[M].Boston MA:Academic Press,1992.
    [6]
    Zhang Y.On the convergence of a class of infeasible interior-point methods for the horizontal linear complementarity problem[J].SIAM Journal on Optimization,1994,4(1):208-227.
    [7]
    Solodov M V.Some optimization reformulations of the extended linear complementarity problem[J].Compu Optim Appl,1999,13(2):187-200.
    [8]
    Xiu N,Zhang J.A smoothing Gauss-Newton method for the generalized HLCP[J].J Compu Appl Math,2001,130(2):321-335.
    [9]
    Zhang J,Xiu N.Local uniqueness of solutions to the extended linear complementarity problem[J].J Optim Theory Appl,1999,103(3):715-726.
    [10]
    Zhang J,Xiu N.Global s-type error bound for the extended linear complementarity problem[J].Mathematical Programming,2000,88(2):391-410.
    [11]
    Wu S,Wu F.A modified Frank-Wolfe algorithm and its convergence properties[J].Acta Math Appl,1995,13(3):286-291.
    [12]
    Frank M,Wolfe P.An algorithm for quadratic programming[J].Naval Research Logistics Quarterly,1959,3:95-100.
  • 加载中

Catalog

    通讯作者: 陈斌, bchen63@163.com
    • 1. 

      沈阳化工大学材料科学与工程学院 沈阳 110142

    1. 本站搜索
    2. 百度学术搜索
    3. 万方数据库搜索
    4. CNKI搜索

    Article Metrics

    Article views (1909) PDF downloads(566) Cited by()
    Proportional views
    Related

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return