A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints

doi:10.1007/s00211-004-0542-9

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	A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
	Zhang, JZ ; Liu, GS ; Wang, SY
	2004-09-01
发表期刊	NUMERISCHE MATHEMATIK
ISSN	0029-599X
卷号	98 期号:3 页码:539-558
摘要	In this paper, we propose a new algorithm for solving mathematical programs with linear complementarity constraints. The algorithm uses a method of approximately active search and introduces the idea of acceptable descent face. The main advantage of the new algorithm is that it is globally convergent without requiring strong assumptions such as nondegeneracy or linear independence condition. Numerical results are presented to show the effectiveness of the algorithm.
DOI	10.1007/s00211-004-0542-9
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000224464900005
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/976
专题	中国科学院数学与系统科学研究院
通讯作者	Zhang, JZ
作者单位	1.City Univ Hong Kong, Dept Math, Kowloon, Hong Kong, Peoples R China 2.Renmin Univ China, Sch Business, Beijing 100872, Peoples R China 3.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhang, JZ,Liu, GS,Wang, SY. A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints[J]. NUMERISCHE MATHEMATIK,2004,98(3):539-558.
APA	Zhang, JZ,Liu, GS,&Wang, SY.(2004).A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints.NUMERISCHE MATHEMATIK,98(3),539-558.
MLA	Zhang, JZ,et al."A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints".NUMERISCHE MATHEMATIK 98.3(2004):539-558.