解混合线性互补问题的罚方法研究

摘要

Mixed linear complementarity problem can be reformulated as a nonsmooth equation. A penalty function method is proposed for solving the mixed linear complementarity problem. The convergence of the algorithm is estab-lished. Preliminary experiments show the effectiveness of the algorithm.%在将混合线性互补问题转化为求解非光滑方程组的基础上，建立了求解混合线性互补问题的罚方法，并且在一定条件下证明了算法的收敛性，最后通过数值算例验证了算法的可行性。