A New Sequential Systems of Linear Equations Algorithm Without Strict Complementary Slackness
无严格互补松驰条件的序列线性方程组新算法

In this paper, a new algorithm of sequential systems of linear equations (SSLE) with arbitrary initial point is proposed by constructing a special active constraints set. Only one or two systems of linear equations with the same coefficient matrix are solved per iteration. The algorithm is globally convergent. It worths to point out that the algorithm still has one -step superlinear convergence under some weaker assumptions, for instance, without the strict complementary slackness condition.