一个求解H-矩阵绝对值线性互补问题的罚方法  

Apenalized Method for Solving H-Matrix Absolute-value Linear Complementarity Problems

作　　者：李园[1] LI Yuan(College of Mathematics, Inner Mongolia University for Nationalities, Tongliao 028043, Chin)

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）》2017年第1期46-52,共7页Journal of Hubei Minzu University(Natural Science Edition)

基　　金：内蒙古自然科学基金项目(2011MSO114);内蒙古民族大学科学研究基金项目(NMDY15017)

摘　　要：考虑一类新的线性互补问题,即绝对值线性互补问题.通过构造与绝对值线性互补问题相等价的罚方程给出了一个求解此类绝对值线性互补问题的罚方法.并证明了当绝对值线性互补问题的矩阵为H-矩阵时算法的全局收敛性.最后,通过数值试验表明了该算法的有效性.This paper considers a new class of linear complementarity problems,namely,the absolutevalue of the linear complementarity problems. We give a penalized method for solving such absolute-value inear complementarity problems by constructing a penalty equation which is equivalent to absolute-value inear complementarity problems and prove the global convergence when the matrix in absolute-value linear complementarity problems is a H-matrix. The numerical experiments show the effectiveness of this proposed algorithm.

关 键 词：运筹学 绝对值线性互补问题 H-矩阵 罚方法 收敛 

分 类 号：O221.2[理学—运筹学与控制论]