A self-adaptive projection and contraction method for linear complementarity problems

被引：4

作者：

Liao, LZ ^{[1
]}

Wang, SL ^{[1
]}

机构：

[1] Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong, Peoples R China

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 2003年 / 48卷 / 03期

关键词：

linear complementarity problem; projection and contraction method; self-adaptive technique; convergence analysis;

D O I：

10.1007/s00245-003-0767-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we develop a self-adaptive projection and contraction method for the linear complementarity problem (LCP). This method improves the practical performance of the modified projection and contraction method in [10] by adopting a self-adaptive technique. The global convergence of our new method is proved under mild assumptions. Our numerical tests clearly demonstrate the necessity and effectiveness of our proposed method.

引用

页码：169 / 180

页数：12

共 21 条

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