A Superlinearly Convergent SSLE Algorithm for Optimization Problems with Linear Complementarity Constraints
نویسندگان
چکیده
In this paper, a sequential system of linear equations (SSLE) algorithm for solving mathematical problem with linear complementarity constraints is introduced, which uses Fischer-Burmeister (F-B) function and smoothing technique to rewrite CONG ZHANG et al. 150 the complementarity constraints ”. “ 0 0 ≥ ⊥ ≤ w y Under some suitable conditions without upper level complementarity, the proposed method is proved to possess global convergence and superlinear convergence.
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ورودعنوان ژورنال:
- J. Global Optimization
دوره 33 شماره
صفحات -
تاریخ انتشار 2005