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Journal of Applied Sciences

Year: 2006 | Volume: 6 | Issue: 12 | Page No.: 2685-2687
DOI: 10.3923/jas.2006.2685.2687
On the Solution of Linear Complementarity Problem by A Stochastic Iteration Method
C. Okoroafor Alfred and O. Osu Bright

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.

Keywords: Linear complementarity problem, stochastic iteration and monotone operator

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