CONVERGENCE OF A MODIFIED SLP ALGORITHM FOR THE EXTENDED LINEAR COMPLEMENTARITY PROBLEM

(整期优先)网络出版时间:2001-05-15
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Amodifiedsequentiallinearprogrammingalgorithmispresented,whosesubproblemisalwayssolvable,fortheextendedlinearcomplementarityproblem(XLCP),theglobalconvergenceofthealgorithmunderassumptionofX-rowsufficiencyorX-columnmonotonicityisproved.Asaresult,asufficientconditionforexistenceandboundednessofsolutiontotheXLCPareobtained.