求解线性互补问题的Levenberg-Marquardt型算法

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求解线性互补问题的Levenberg-Marquardt型算法刘志敏, 杜守强, 王瑞莹青岛大学数学与统计学院, 青岛 266071 Levenberg-Marquardt Type Method for Solving Linear Complementarity Problems LIU Zhimin, Du Shouqiang, Wang RuiyingSchool of Mathematics and Statistics, Qingdao University, Qingdao 266071

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摘要本文考虑了线性互补问题的求解算法，利用一类新的广义互补函数，把线性互补问题转化为非线性方程问题，并且利用Levenberg-Marquardt型算法对转化的问题进行了求解.在一般的假设条件下，给出了所给算法的收敛性分析.最后相关的数值结果表明所给的算法十分有效.

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收稿日期: 2017-04-10

PACS:

O212.2

基金资助:国家自然科学基金（11671220）和山东省自然科学基金（ZR2016AM29）.

引用本文:

刘志敏, 杜守强, 王瑞莹. 求解线性互补问题的Levenberg-Marquardt型算法[J]. 应用数学学报, 2018, 41(3): 403-419. LIU Zhimin, Du Shouqiang, Wang Ruiying. Levenberg-Marquardt Type Method for Solving Linear Complementarity Problems. Acta Mathematicae Applicatae Sinica, 2018, 41(3): 403-419.

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