An Entropy Interval Newton Method for Linear Complementarity Problem

摘要：

This paper presents a new entropy interval Newton method for linear complementarity problem. Firstly, the linear complementarity problem is formulated as an equivalent fixed point problem. Then, a maximum entropy function is adopted in the fixed point problem. As such, an interval extension of the entropy function is proposed. The corresponding solution algorithm is named as entropy interval Newton method. The relevant convergence property of the proposed solution algorithm is given together with some numerical examples to show the efficiency of the algorithm.

作者: Yanqiang WU Haiwen XU

作者单位: School of Sciences, China University of Mining and Technology Xuzhou, Jiangsu, 221116, P.R.China College of Computer Science, Civil Aviation Flight University of China Guanghan, 618307, P.R.China

会议类型: 国际会议

会议名称: The Second International Joint Conference on Computational Science and Optimization(CSO 2009)(2009 国际计算科学与优化会议)

会议地点: 三亚

会议语种:英文

页码: 1190-1192

在线出版日期: 2009-04-24（万方平台首次上网日期，不代表论文的发表时间）