Abstract
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Article Information:
A Power Penalty Approach to a Horizontal Linear Complementarity Problem
Xizhen Hu, Chongchao Huang, Aihua Luo, Hua Chen
Corresponding Author: Xizhen Hu
Submitted: August 11, 2012
Accepted: September 03, 2012
Published: February 11, 2013 |
Abstract:
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A power penalty approach has been proposed to linear complementarity problem but not to Horizontal Linear Complementarity Problem (HLCP) because the coefficient matrix is not positive definite. It is skillfully proved that HLCP is equivalent to a variational inequality problem and a mixed linear complementarity problem for the first time. A power penalty approach is proposed to the mixed linear complementarity problem based on approximating the HLP by a nonlinear equation. It has been proved that the solution to this equation is feasible and converges to that of the HLP at a rate of at least O(&lambda)-k/2 in the Euclidean norm
Key words: Convergence rate, horizontal linear complementarity problem, power penalty methods, strong monotone, variational inequality, ,
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Cite this Reference:
Xizhen Hu, Chongchao Huang, Aihua Luo, Hua Chen, . A Power Penalty Approach to a Horizontal Linear Complementarity Problem. Research Journal of Applied Sciences, Engineering and Technology, (05): 1830-1835.
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ISSN (Online): 2040-7467
ISSN (Print): 2040-7459 |
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