期刊名称:American Journal of Computational Mathematics
印刷版ISSN:2161-1203
电子版ISSN:2161-1211
出版年度:2015
卷号:05
期号:03
页码:239-242
DOI:10.4236/ajcm.2015.53020
语种:English
出版社:Scientific Research Publishing
摘要:In this paper, a new method for solving a mathematical programming problem with linearly complementarity constraints (MPLCC) is introduced, which applies the Levenberg-Marquardt (L-M) method to solve the B-stationary condition of original problem. Under the MPEC-LICQ, the proposed method is proved convergent to B-stationary point of MPLCC.
关键词:Mathematical Programs with Linear Complementarity Constraints;MPEC-LICQ;B-Stationarity;Levenberg-Marquardt Method