【摘要】 借助Fischer函数将广义水平线性互补问题(■LCP)等价转化为一个方程系统,并利用Levenberg-Marquardt方法,给出一种求解■LCP的新方法,同时在不要求存在非退化解的条件下证明了这种方法的全局和二次收敛。更多还原

【Abstract】 In this paper,using the Fischer function,the generalized horizontal linear complementarity problem(■LCP)is reformulated as a system of nonsmooth equations.With the Levenberg-Marquardt algorithm,a new approach is employed for obtaining its solution.At the same time,the L-M algorithm is both globally and quadratically convergent without nondegenerate solution.更多还原