Subscribe Now Subscribe Today
Research Article
 

On the Solution of Linear Complementarity Problem by A Stochastic Iteration Method



C. Okoroafor Alfred and O. Osu Bright
 
Facebook Twitter Digg Reddit Linkedin StumbleUpon E-mail
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.

Services
Related Articles in ASCI
Similar Articles in this Journal
Search in Google Scholar
View Citation
Report Citation

 
  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

REFERENCES
1:  Chidume, C.E., 1990. The iterative solution of nonlinear equation of the monotone type in banach spaces. Bull. Aust. Math. Soc., 42: 21-31.

2:  Cottle, R.W., J.S. Pang and R.E. Stone, 1992. The Linear Complementarity Problem. Academic Press, San Diego, USA.

3:  Murty, K.G., 1988. Linear Complementarity, Linear and Nonlinear Programming. Vol. 3, Heldermann Verlag, Berlin, Germany.

4:  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.
Direct Link  |  

5:  Okoroafor, A.C. and B.O. Osu, 2005. A stochastic fixed point iteration for Markov operator in R. Global J. Pure Applied Sci., Vol. 3.

6:  Whittle, P., 1976. Probability. John Wiley and Sons, USA.

©  2021 Science Alert. All Rights Reserved