无严格互补松驰条件的序列线性方程组新算法

Abstract

Abstract:

In this paper, a new algorithm of sequential systems of l inear equations (SSLE) with arbitrary initial point is proposed by constructing a special active constraints set. Only one or two systems of linear equations wi th the same coefficient matrix are solved per iteration. The algorithm is global ly convergent. It worths to point out that the algorithm still has one steps uperlinear convergence under some weaker assumptions, for instance, without the s trict complementary slackness condition.

Key words: Nonlinear problem, Sequential Systems of Linear Equation s Algorithm, Global convergence, Strict complementary slackness, Super linear convergence.

CLC Number:

90C33

GAO Zi-You, Ren Hua-Ling, HE Guo-Ping. A New Sequential Systems of Linear Equations Algorithm Without Strict Complementary Slackness[J].Acta mathematica scientia,Series A, 2004, 24(3): 275-284.

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A New Sequential Systems of Linear Equations Algorithm Without Strict Complementary Slackness

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