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Convergence of a modified SLP algorithm for the extended linear complementarity problem

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Abstract

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-column monotonicity is proved. As a result, a sufficient condition for existence and boundedness of solution to the XLCP are obtained.

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Authors and Affiliations

  1. Department of Applied Mathematics, Northern Jiaotong University, 100044, Beijing, P R China

    Xiu Nai-hua & Gao Zi-you

Authors
  1. Xiu Nai-hua
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  2. Gao Zi-you
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Additional information

Communicated by Zhang Shi-sheng

Foundation item: the National Natural Science Foundation of China(19971002)

Biography: Xi Nai-hua (1959-), Associate Professor, Doctor

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Nai-hua, X., Zi-you, G. Convergence of a modified SLP algorithm for the extended linear complementarity problem. Appl Math Mech 22, 602–608 (2001). https://doi.org/10.1007/BF02437751

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  • DOI: https://doi.org/10.1007/BF02437751

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