| 求解线性互补问题的一种新算法 |
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| 引用本文： | 马昌凤. 求解线性互补问题的一种新算法[J]. 经济数学, 1999, 0(1) |
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| 作者姓名： | 马昌凤 |
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| 作者单位： | 长沙电力学院数学与计算机系!４１００７７ |
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| 摘 要： | 本文针对线性互补问题，提出了与其等价的非光滑方程的逐次逼近阻尼牛顿法，并在一定条件下证明了该算法具有的全局收敛性．同时给出了一些数值例子，得到很好的数值结果．
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| 关 键 词： | 线性互补问题 逐次逼近 全局收敛性 |
A NEW ALGORITHM FOR SOLVING LINEAR COMPLEMENTARITY PROBLEMS |
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| Ma Changfeng. A NEW ALGORITHM FOR SOLVING LINEAR COMPLEMENTARITY PROBLEMS[J]. Mathematics in Economics, 1999, 0(1) |
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| Authors: | Ma Changfeng |
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| Abstract: | In this paper, we present a new successive approximation damped Newton method for linear complementarity problems based on its equivalent nonsmooth equations. Under suitable conditions, we get theglobal convergence of the algorithm. Some numerical results are also reported in the paper. |
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| Keywords: | successive approximation linear complementarity problems global convergence. |
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