한국경영과학회지 (Journal of the Korean Operations Research and Management Science Society)

  • 제12권1호
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  • Pages.10-18
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  • 1987
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  • 1225-1119(pISSN)
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  • 2733-4759(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

Algorithmic Properties of Isotone Complementarity Problems

  • 발행 : 1987.04.01
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초록

This paper discusses algorithmic properties of a class of complementarity programs involving strictly diagonally isotone and off-diagonally isotone functions, i. e., functions whose Jacobian matrices have positive diagonal elements and nonnegative off-diagonal elements, A typical traffic equilibrium under elastic demands is cast into this class. Algorithmic properties of these complementarity problems, when a Jacobi-type iteration is applied, are investigated. It is shown that with a properly chosen starting point the generated sequence are decomposed into two converging monotonic subsequences. This and related will be useful in developing solution procedures for this class of complementarity problems.

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참고문헌

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