A Gradient Projection Algorithm for Linear Complementarity Problems

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  • 線形相補性問題に対する勾配投影法について
  • センケイ ソウホセイ モンダイ ニ タイスル コウバイ トウエイホウ ニツイテ

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Simplex method for solving linear programming problem is most used and efficient procedure. After G.B. Dantzig first proposed his original simplex method, a lot of improved methods have been developed. Recently, besides those simplex-like procedures, iteration method have been investigated as an approximate solution for a large scale linear programming problem along with inner point method. Especially speaking, these iterative methods are attractive in a point of vectorization or parallelism of computer procedure. In this paper, we propose a scaled gradient projection algorithm which guarantees the efficient polynomial convergence and also investigate into the possibility of its parallel procedure.

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