标题:
一类广义二阶锥线性互补问题的低阶罚函数算法A Lower Order Penalty Method for a Kind of Generalized Second-Order Cone Linear Complementarity Problems
作者:
赵雯宇, 马小军, 马军
关键字:
二阶锥互补问题, 低阶罚函数算法, 指数收敛速度Second-Order Cone Complementarity Problem, Low Order Penalty Method, Exponential Convergence Rate
期刊名称:
《Pure Mathematics》, Vol.6 No.3, 2016-05-30
摘要:
给出一类广义二阶锥线性互补问题的低阶罚函数算法。通过此算法，广义二阶锥线性互补问题被转化为低阶罚函数方程组。并且证明了低阶罚函数方程组的解序列在特定条件下以指数速度收敛于广义二阶锥线性互补问题的解。
For a kind of generalized second-order cone linear complementary problem, using the ideas of lower order penalty function algorithm, it is converted to lower order penalty equations. We prove that the solution sequence of the lower order penalty equations converges to the solution of the generalized second-order cone complementarity problems at an exponential rate under particular conditions.