二阶锥线性互补问题的低阶罚函数算法

摘要

In this paper, a lower order penalty method for solving the second-order cone linear complementarity problems is proposed. By this method, the second-order cone linear complementarity problem is transformed into lower order penalty equations. We prove that the solution sequence of the lower order penalty equations converges to the solution of the second-order cone linear complementarity problems at an exponential rate under a mild assumption, which extend the power penalty method for solving this problem. Numerical results demonstrate that our method is efficient.%本文研究了二阶锥线性互补问题的低阶罚函数算法.利用低阶罚函数算法将二阶锥线性互补问题转化为低阶罚函数方程组,获得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二阶锥线性互补问题解的结果,推广了二阶锥线性互补问题的幂罚函数算法.数值实验结果验证了算法的有效性.