A modified sequential linear programming algorithm is presented, whose subproblem is always solvable, for the extended linear complementarity problem (XLCP), the global convergence of the algorithm under assumption of...A modified sequential linear programming algorithm is presented, whose subproblem is always solvable, for the extended linear complementarity problem (XLCP), the global convergence of the algorithm under assumption of X-row sufficiency or X-colunm monotonicity is proved. As a result, a sufficient condition for existence and boundedness of solution to the XLCP are obtained.展开更多
The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed CHKS smoothing function, the ELCP is approximated by ...The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed CHKS smoothing function, the ELCP is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is designed for solving the ELCP. The proposed algorithm is proved to be globally convergent under suitable assumptions.展开更多
In this paper,we discuss the perturbation analysis of the extended vertical linear complementarity problem(EVLCP).Under the assumption of the row W-property,we derive several absolute and relative perturbation bounds ...In this paper,we discuss the perturbation analysis of the extended vertical linear complementarity problem(EVLCP).Under the assumption of the row W-property,we derive several absolute and relative perturbation bounds of EVLCP,which extend some existing results.Several numerical examples are given to show the proposed bounds.展开更多
文摘A modified sequential linear programming algorithm is presented, whose subproblem is always solvable, for the extended linear complementarity problem (XLCP), the global convergence of the algorithm under assumption of X-row sufficiency or X-colunm monotonicity is proved. As a result, a sufficient condition for existence and boundedness of solution to the XLCP are obtained.
基金Supported by the NNSF of China(11071041, 11171257)
文摘The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations. By the symmetrically perturbed CHKS smoothing function, the ELCP is approximated by a family of parameterized smooth equations. A one-step smoothing Newton method is designed for solving the ELCP. The proposed algorithm is proved to be globally convergent under suitable assumptions.
基金supported by the National Natural Science Foundation of China(Nos.11961082,12071159 and U1811464).
文摘In this paper,we discuss the perturbation analysis of the extended vertical linear complementarity problem(EVLCP).Under the assumption of the row W-property,we derive several absolute and relative perturbation bounds of EVLCP,which extend some existing results.Several numerical examples are given to show the proposed bounds.
