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线性互补问题中一个新的高阶收敛算法
A New Higher Order Convergence Algorithm for Linear Complementarity Problems
【摘要】 利用凝聚函数对线性互补问题的等价形式进行带参数的磨光 ,并对参数方程的解曲线进行离散化追踪 ,在无假设有严格互补解的条件下 ,给出一个新的算法 .在适当条件下 ,证明该算法具有大范围线性收敛和局部任意阶收敛性
【Abstract】 The present paper presents a non-interior continuation method for solving linear complementarity problems without strictly complementarity, where r>0 is any integer. The new algorithm follows the smoothing path generated by means of the smoothing equations via aggregate function, and is proved to be of global linear and local r-th order convergence under suitable assumptions and conditions.
【关键词】 线性互补问题;
高阶收敛性;
凝聚函数;
【Key words】 linear complementarity; higher order convergence; aggregate function;
【Key words】 linear complementarity; higher order convergence; aggregate function;
- 【文献出处】 吉林大学学报(理学版) ,Acta Scientiarium Naturalium Universitatis Jilinensis , 编辑部邮箱 ,2002年03期
- 【分类号】O221.2
- 【下载频次】28