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

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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

Author(s):
Pang, Jong-shi
Author Organization(s):
CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
Descriptive Note:
Management sciences research rept.,
Pagination:
0035

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
MSRR-466, WP-24-80-81
Contract/Grant Number(s):
N00014-75-C-0621, NSF-ECS79-26320
 Subject Terms
Joint Capability Areas:
JCA_5.3_Planning; JCA_5_Command and Control; JCA_1.2_Force Preparation; JCA_1_Force Support
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*MATRICES(MATHEMATICS), *CONVERGENCE, *ITERATIONS, QUADRATIC PROGRAMMING, SYMMETRY, NUMERICAL METHODS AND PROCEDURES, THEOREMS
Field(s)/Group(s):
Theoretical Mathematics
Keyword(s):
WUNR047048
Report Date:
1980 Nov 01