A power penalty method for linear complementarity problems

Song Wang; Xiaoqi Yang

doi:10.1016/j.orl.2007.06.006

A power penalty method for linear complementarity problems

Song Wang, Xiaoqi Yang

Research output: Journal article publication › Journal article › Academic research › peer-review

52 Citations (Scopus)

Abstract

We propose a power penalty approach to a linear complementarity problem (LCP) in Rnbased on approximating the LCP by a nonlinear equation. We prove that the solution to this equation converges to that of the LCP at an exponential rate when the penalty parameter tends to infinity.

Original language	English
Pages (from-to)	211-214
Number of pages	4
Journal	Operations Research Letters
Volume	36
Issue number	2
DOIs	https://doi.org/10.1016/j.orl.2007.06.006
Publication status	Published - 1 Mar 2008

Keywords

Complementarity problem
Convergence rate
Power penalty method

ASJC Scopus subject areas

Management Science and Operations Research
Statistics, Probability and Uncertainty
Discrete Mathematics and Combinatorics
Modelling and Simulation

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10.1016/j.orl.2007.06.006

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KW - Complementarity problem

KW - Convergence rate

KW - Power penalty method

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A power penalty method for linear complementarity problems

Abstract

Keywords

ASJC Scopus subject areas

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