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Applied Mathematics and Mechanics (English Edition) ›› 2001, Vol. 22 ›› Issue (5): 602-608.

• 论文 • 上一篇    下一篇

CONVERGENCE OF A MODIFIED SLP ALGORITHM FOR THE EXTENDED LINEAR COMPLEMENTARITY PROBLEM

修乃华, 高自友   

  1. Department of Applied Mathematics, Northern Jiaotong University, Beijing 100044, P. R. China
  • 收稿日期:1999-10-25 修回日期:2001-01-18 出版日期:2001-05-18 发布日期:2001-05-18
  • 基金资助:
    the National Natural Science Foundation of China(19971002)

CONVERGENCE OF A MODIFIED SLP ALGORITHM FOR THE EXTENDED LINEAR COMPLEMENTARITY PROBLEM

XIU Nai-hua, GAO Zi-you   

  1. Department of Applied Mathematics, Northern Jiaotong University, Beijing 100044, P. R. China
  • Received:1999-10-25 Revised:2001-01-18 Online:2001-05-18 Published:2001-05-18
  • Supported by:
    the National Natural Science Foundation of China(19971002)

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摘要： 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.

Abstract: 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.

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