内蒙古民族大学学报：自然科学版2012，Vol.27Issue(4)：391-393,3.
一个新的求解线性互补问题的罚函数方法
A New Penalty Function Method for Solving Linear Complementarity Problems
摘要
Abstract
This article constructed a new penalty equation for solving linear complementarity problems(LCP) via combining the l1 linear penalty equation in〔3〕with the lk penalty equation constructed in〔4〕.Under the same assumptions as in〔4〕,we prove that the solution to the new penalty equation constructed in our paper converges to that of the LCP when the penalty parameter approaches to infinity.The result shows that the error bound in our method is smaller than that of paper〔4〕when k∈(0,1)Compare with the result in〔4〕 when k∈(0,1) the accuracy of solution calculated by the new penalty equation improved.关键词
运筹学/线性互补问题/罚方法/收敛/误差界Key words
Operations research/Linear complementarity problem/Penalty method/Convergence/Error bound分类
数学引用本文复制引用
李园,韩海山,杨丹丹..一个新的求解线性互补问题的罚函数方法[J].内蒙古民族大学学报：自然科学版,2012,27(4):391-393,3.基金项目
内蒙古自然科学基金资助项目 （）
