基于极大熵理论求解线性互补问题  

Solution of Linear Complementarity Based on Maximum Entropy Theory

作　　者：杨丹丹[1] 韩海山[1] 李园[1] 

机构地区：[1]内蒙古民族大学数学学院,内蒙古通辽028043

出　　处：《湖北民族学院学报（自然科学版）》2013年第3期260-261,277,共3页Journal of Hubei Minzu University(Natural Science Edition)

基　　金：内蒙古自然科学基金项目(2011MS0114)

摘　　要：给出了线性互补问题的一种解法,在假设A的特征值大于1时,线性互补问题等价转化为绝对值方程问题,利用极大熵函数给出了求解此类绝对值问题的光滑滑迭代算法,并证明了算法是收敛的,数值实验表明此方法的有效性.In this paper, a method of solution for linear complementary problem is given, under the as- sumption that the characteristic of the value is greater than 1, the equivalent linear complementary prob- lem into absolute value equation, using the maximum entropy function gives smooth iterative algorithm for solving this kind of absolute value problems , and proves that the algorithm is convergent and numerical experiments show that the method is effective.

关 键 词：线性互补问题 绝对值方程 极大熵 不动点迭代 

分 类 号：O221.2[理学—运筹学与控制论]