A Smoothing Quadratically Convergent Algorithm for the Generalized Linear Complementarity Problem

摘要：

In this paper,a absolute error bound is established for the generalized Linear complementarity problem over a polyhedral cone(GLCP),based on which a smoothing Levenberg-Marquardt(L-M)algorithm is employed for obtaining its solution,and it shows that the L-M algorithm is quadratically convergent without nondegenerate solution.The conclusion can be viewed as extensions of previously known results.

关键词： GLCP error bound L-M algorithm quadratical convergence nondegenerate solution

作者: Hongchun Sun

作者单位: Department of Mathematics,Linyi Teachers University,Linyi,Shandong,276005,P.R. China

会议类型: 国际会议

会议名称: 2008 International Conference on System Management(2008年系统管理学术研讨会)(2008 CSM)

会议地点: 上海

会议语种:英文

页码: 65-70

在线出版日期: 2008-05-30（万方平台首次上网日期，不代表论文的发表时间）