Jacobi iterative method for a class of complementarity problems = 特定한 形態의 補完問題에 관한 「쟈코비」 形態의 逐次的 解法

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This thesis studies the Complementarity Problem (CP) with special structure where the given mapping f of the CP is differentiable, strictly diagonally isotone and off-diagonally isotone on R$^n$. This type of problem can be found in the more realistic traffic equilibrium problem with elastic demands. Existence of a solution to this specific CP is guaranteed by strong copositivity and continuity of a mapping f. This thesis presents a simple yet practically useful Jacobi-type iterative solution algorithm for this specific CP, and partially obtains its convergence properties. Its main properties are as follows; First, the sequence of even number iterates generated by the suggested algorithm, i.e., {Z$^{2k}$} converges to a lower bound z$^L$ of all solutions for this specific CP. Second, the sequence of odd number iterates, i.e., {Z$^{2k+1}$} converges to an upper bound z$^U$. Third, all solutions of this specific CP are contained in the order interval $$ This study also investigates the convergence conditions for the linear CP with this specific structure.
Advisors
Ahn, Byong-Hunresearcher안병훈researcher
Description
한국과학기술원 : 경영과학과,
Publisher
한국과학기술원
Issue Date
1983
Identifier
63890/325007 / 000811103
Language
eng
Description

학위논문(석사) - 한국과학기술원 : 경영과학과, 1983.2, [ [iii], 49, [6] p. ]

URI
http://hdl.handle.net/10203/44624
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=63890&flag=dissertation
Appears in Collection
MG-Theses_Master(석사논문)
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