借助Fischer价值函数将水平线性互补问题(HLCP)等价转化为一个无约束最优化问题,基于这种转化,给出了求解HLCP的一种Levenberg-Marquardt方法,并证明了价值函数的稳定点和HLCP解的关系,并在不要求存在非退化解的条件下证明了这种方法的全局和二次收敛.
In this paper, by using the Fischer merit function, the horizontal linearcomplementarity problem (HLCP) is equavelently reformulated as a optimization problem without restraint. Based on this reformulation, the famous Levenberg-Marquardt (L-M) algorithm is employed for obtaining solutions to HLCP. Theoretical results that relate the stationary points of the merit function to the solution of the HLCP are presented. We show that the L-M algorithm is both globally and quadratically convergent without nondegenerate solution.