A Quadratically Convergent Algorithm for the Generalized Linear Complementarity Problem over a Polyhedral Cone

被引：0

作者：

Ren, Qingjun ^{[1
]}

Yao, Jinjiang ^{[1
]}

Sun, Hongchun ^{[1
]}

机构：

[1] Linyi Normal Univ, Dept Math, Linyi 276005, Shandong, Peoples R China

来源：

ADVANCES IN MATRIX THEORY AND ITS APPLICATIONS, VOL II: PROCEEDINGS OF THE EIGHTH INTERNATIONAL CONFERENCE ON MATRIX THEORY AND ITS APPLICATIONS | 2008年

关键词：

GLCP; error; quadratical convergence; ERROR-BOUNDS;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we establish a absolute error bound for the generalized Linear complementarity problem over a polyhedral cone(GLCP), based on which the famous 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 conclusion can be viewed as extensions of previously known results.

引用

页码：262 / 265

页数：4

共 10 条

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