Monotonicity of Mangasarian's iterative algorithm for generalized linear complementarity problems
作者： Min Sun
DOI: 10.1016/0022-247X(89)90347-8
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摘要: Abstract It is shown that Mangasarian's general iterative algorithm for solving the symmetric linear complementarity problem can be extended generalized problems. The crucial feature of our monotonicity. With this property, we prove convergence. Finally tested a singular stochastic control problem.
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