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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2005 Volume 45, Number 7, Pages 1167–1173 (Mi zvmmf621)

This article is cited in 7 papers

An extension of the Jacobi algorithm for the complementarity problem in the presence of multivalence

I. V. Konnov

Faculty of Computational Mathematics and Cybernetics, Kazan State University, ul. Kremlevskaya 18, Kazan, 420008, Tatarstan, Russia

Abstract: The complementarity problem is examined in the case where the basic mapping is the sum of a finite number of superpositions of a univalent off-diagonal antitone mapping and a multivalent diagonal monotone one. An extension is proposed for the Jacobi algorithm, which constructs a sequence converging to a point solution. With the use of this property, the existence of a solution to the original problem is also established. Under certain additional conditions, the minimal element in the feasible set of this problem is one of its solutions.

Key words: complementarity problem, multivalent mapping, off-diagonal antitonicity, the Jacobi algorithm, existence of solution.

UDC: 519.853

Received: 01.09.2004


 English version:
Computational Mathematics and Mathematical Physics, 2005, 45:7, 1127–1132

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