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

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. Foundation item: the National Natural Science Foundation of China(19971002) Biography: Xi Nai-hua (1959-), Associate Professor, Doctor