An Algorithm for the Nonlinear Complementarity Problem On Management Equilibrium Model
نویسندگان
چکیده
In this paper, we consider nonlinear complementarity problem on management equilibrium model (NCP). To solve the problem, we first establish an error bound estimation for the NCP via a new type of residual function. Based on this, the famous Levenberg-Marquardt (L-M) algorithm is employed for obtaining its solution, and we show that the L-M algorithm is quadratically convergent without nondegenerate solution. These conclusions can be viewed as extensions of previously known results. Keywordsmanagement equilibrium model; nonlinear complementarity problem ; error bound; algorithm
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تاریخ انتشار 2013