A finite algorithm for almost linear complementarity problems

doi:10.1080/01630560701749714

CSpace

	A finite algorithm for almost linear complementarity problems
	Wang, Zhengyu 2,3; Fukushima, Masao 1
	2007
发表期刊	NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION
ISSN	0163-0563
卷号	28 期号:11-12 页码:1387-1403
摘要	We present an algorithm for solving a class of nonlinear complementarity problems called the almost linear complementarity problem (ALCP), which can be used to simulate free boundary problems. The algorithm makes use of a procedure for identifying an active index subset of an ALCP by bounding its solution with an interval vector. It is shown that an acceptable solution of the given ALCP can be obtained by solving at most n systems of equations. Numerical results are reported to illustrate the efficiency of the algorithm for large-scale problems.
关键词	active set identification almost linear complementarity problem interval analysis H-matrix
DOI	10.1080/01630560701749714
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000252149100012
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/4599
专题	中国科学院数学与系统科学研究院
通讯作者	Fukushima, Masao
作者单位	1.Kyoto Univ, Grad Sch Informat, Dept Appl Math & Phys, Kyoto 6068501, Japan 2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing, Peoples R China 3.Nanjing Univ, Dept Math, Nanjing 210008, Peoples R China
推荐引用方式 GB/T 7714	Wang, Zhengyu,Fukushima, Masao. A finite algorithm for almost linear complementarity problems[J]. NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION,2007,28(11-12):1387-1403.
APA	Wang, Zhengyu,&Fukushima, Masao.(2007).A finite algorithm for almost linear complementarity problems.NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION,28(11-12),1387-1403.
MLA	Wang, Zhengyu,et al."A finite algorithm for almost linear complementarity problems".NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION 28.11-12(2007):1387-1403.