求解一类随机线性互补问题的L-M算法The L-M Algorithm for a Class of Stochastic Linear Complementarity Problems
谢亚君;马昌凤;
摘要(Abstract)：
提出求解一类随机线性互补问题的一个L-M算法,利用NCP函数将随机线性互补问题转化为无约束最小化问题,通过非单调L-M算法来求解无约束最小化问题.在适当的假设下,证明了该算法的全局收敛性.
关键词(KeyWords)： 随机线性互补问题;L-M算法;全局收敛性
基金项目(Foundation): 国家自然科学基金资助项目(11071041);; 国家青年基金资助项目(11201074);; 福建省教育厅资助项目(JA11270)
作者(Authors): 谢亚君;马昌凤;
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