A Quadratically Convergent Algorithm for the Mixed Linear Complementarity Problem in Engineering and Economic Equilibrium Modeling

摘要：

In this paper, we consider the mixed linear complementarity problem in engineering and economic equilibrium modeling (MLCP). To solve the problem, we first establish a absolute error bound for MLCP, based on which a smoothing Levenberg-Marquardt (L-M) algorithm is employed for obtaining its solution, and we show that the L-M algorithm is quadratically convergent without nondegenerate solution.These conclusions can be viewed as extensions of previously known results.

关键词： MLCP engineering and economic equifibrium modeling error bound L-M algorithm quadratical convergence

作者: Qingjun Ren

作者单位: Dept. of Math., Linyi Normal University, Linyi, Shandong, 276005, P.R China

会议类型: 国际会议

会议名称: 2010 International Conference on Application of Mathematics and Physics(2010国际数理科学与气象学术研讨会暨2010空间天气学研讨会 AMP2010)

会议地点: 南京

会议语种:英文

页码: 640-645

在线出版日期: 2010-05-08（万方平台首次上网日期，不代表论文的发表时间）