Iterative methods for a class of linear complementarity problems特定한 形態의 線形補完問題에 關한 逐次的 解法

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dc.contributor.advisorAhn, Byong-Hun-
dc.contributor.advisor안병훈-
dc.contributor.authorCho, Yoon-Young-
dc.contributor.author조윤영-
dc.date.accessioned2011-12-14T06:00:52Z-
dc.date.available2011-12-14T06:00:52Z-
dc.date.issued1982-
dc.identifier.urihttp://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=63528&flag=dissertation-
dc.identifier.urihttp://hdl.handle.net/10203/44612-
dc.description학위논문(석사) - 한국과학기술원 : 경영과학과, 1982.2, [ [iii], 48 p. ]-
dc.description.abstractThis paper is concerned with two cases of iterative methods for solving linear complementarity problems (LCPs). First one is concerned with a specific LCP; find $x=(x_I,\;x_J)$ in $R_+^n$ and y in $R_+^m$ such that $c_I+D_Ix+y\ge0,\;\;c_J+D_Jx\ge0,\;\;b-x_I0$, \;\;x_I^T\;(c_I+D_Ix+y)=x_J^T(c_J+D_Jx)=0,\;\; y^T(b-x_I)=0$, and $b\ge0$. This type of problems can be found in a multiproduct market equilibrium model with restricted institutional regulations. It is shown that if $D_{JJ}$ part of D is strictly copositive, existence of a solution to this problem is guaranteed, and that the solution is unique if D is a P-matrix. An iterative algorithm for the problem, which is not new, but an extension of Mangasarian``s and Ahn;s, is developed. Its convergence properties are discussed. For symmetric cases, if $D_{JJ}$ part is strictly copositive, or copositive plus with some qualifications, convergence is attained. For nonsymmetric cases, where D is a Z-matrix, or an H-matrix with positive diagonals, convergence is also guaranteed with proper choice of relaxation parameter. Secondly, an iterative algorithm which is useful for the general LCP (M, q) where M is nonsymmetric positive definite matrix is suggested. It sconvergence properties are investigated.eng
dc.languageeng-
dc.publisher한국과학기술원-
dc.titleIterative methods for a class of linear complementarity problems-
dc.title.alternative特定한 形態의 線形補完問題에 關한 逐次的 解法-
dc.typeThesis(Master)-
dc.identifier.CNRN63528/325007-
dc.description.department한국과학기술원 : 경영과학과, -
dc.identifier.uid000801261-
dc.contributor.localauthorAhn, Byong-Hun-
dc.contributor.localauthor안병훈-
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