广义线性互补问题的极大熵牛顿算法  

MAXIMUM ENTROPY NEWTON ALGORITHM FOR GENERALIZED LINEAR COMPLEMENTARITY PROBLEM

作　　者：王爱祥[1] 

机构地区：[1]常州广播电视大学信息与工程学院,江苏常州213001

出　　处：《井冈山大学学报（自然科学版）》2013年第2期25-27,共3页Journal of Jinggangshan University (Natural Science)

摘　　要：借助一类特殊的绝对值方程,将广义线性互补问题等价转化为非线性方程组。基于极大熵函数,提出了一个牛顿算法,证明了算法的局部收敛性。数值结果也验证了算法的有效性。The generalized linear complementarity problem is converted to nonlinear equations by a specialized case of absolute value equations. Based on the maximum entropy function, the Newton method is established and the convergence of maximum entropy Newton method is studied. Numerical results imply that the algorithm is effective.

关 键 词：广义线性互补问题 绝对值方程 极大熵 牛顿算法 

分 类 号：O242.2[理学—计算数学]