Approaches for Convergence of a Basic Iterative Method for the Linear Complementarity Problem.

Abstract

Iterative methods have been found very useful for solving many large linear complementarity problems arising from applications. In this paper, we formulate a basic algorithm and use it as a unifying framework for the study of such methods. Next, we apply various strategies to investigate the convergence of the basic algorithm. Finally, we discuss the possibility of extending the analysis presented here to treat other complementarity and variational problems. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1980
Accession Number
ADA094235

Entities

People

  • Jong-shi Pang

Organizations

  • Carnegie Mellon University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Consistency
  • Contracts
  • Convergence
  • Convex Programming
  • Inequalities
  • Mathematical Programming
  • Military Research
  • Sequences
  • Splitting
  • Square Roots
  • Standards
  • Symmetry
  • Theorems
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Graph Algorithms and Convex Optimization.