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  • 标题:Projective algorithms for solving complementarity problems
  • 本地全文:下载
  • 作者:Caroline N. Haddad ; George J. Habetler
  • 期刊名称:International Journal of Mathematics and Mathematical Sciences
  • 印刷版ISSN:0161-1712
  • 电子版ISSN:1687-0425
  • 出版年度:2002
  • 卷号:29
  • 期号:2
  • 页码:99-113
  • DOI:10.1155/S0161171202007056
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    We present robust projective algorithms of the von Neumann type for the linear complementarity problem and for the generalized linear complementarity problem. The methods, an extension of Projections Onto Convex Sets (POCS) are applied to a class of problems consisting of finding the intersection of closed nonconvex sets. We give conditions under which convergence occurs (always in 2 dimensions, and in practice, in higher dimensions) when the matrices are P -matrices (though not necessarily symmetric or positive definite). We provide numerical results with comparisons to Projective Successive Over Relaxation (PSOR).

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