Apenalized Method for Solving H-Matrix Absolute-value Linear Complementarity Problems
LI Yuan
Abstract：This paper considers a new class of linear complementarity problems, namely, the absolute-value 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.
Keywords：operations researchabsolute value linear complementarity problemH-matrixpenalized methodconvergence
Publication Date：2017-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：7( 46-52 )