C. Okoroafor Alfred
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O. Osu Bright
Not Available
ABSTRACT
An earlier study proposed a stochastic algorithm based on a modified Robbins-Monroe type for the solution of finite-dimensional variational inequality problem. In this study we describe a similar approach for the linear complementarity problem. This study show that the stochastic algorithm arising from this approach converges strongly to the non-zero solution of the linear complementarity problem when it exists.
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How to cite this article
C. Okoroafor Alfred and O. Osu Bright, 2006. On the Solution of Linear Complementarity Problem by A Stochastic Iteration Method. Journal of Applied Sciences, 6: 2685-2687.
DOI: 10.3923/jas.2006.2685.2687
URL: https://scialert.net/abstract/?doi=jas.2006.2685.2687
DOI: 10.3923/jas.2006.2685.2687
URL: https://scialert.net/abstract/?doi=jas.2006.2685.2687
REFERENCES
- Okoroafor, A.C. and B.O. Osu, 2004. A stochastic iteration method for the solution of finite dimensional variational inequalities. J. Nig. Ass. Maths Phys., 8: 301-304.
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