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

57 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

More information

10.1016/j.orl.2007.06.006

Cite this

@article{0c7c40ac7a8d4691bacd6fe888b653f4,

title = "A power penalty method for linear complementarity problems",

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.",

keywords = "Complementarity problem, Convergence rate, Power penalty method",

author = "Song Wang and Xiaoqi Yang",

year = "2008",

month = mar,

day = "1",

doi = "10.1016/j.orl.2007.06.006",

language = "English",

volume = "36",

pages = "211--214",

journal = "Operations Research Letters",

issn = "0167-6377",

publisher = "Elsevier B.V.",

number = "2",

}

TY - JOUR

T1 - A power penalty method for linear complementarity problems

AU - Wang, Song

AU - Yang, Xiaoqi

PY - 2008/3/1

Y1 - 2008/3/1

N2 - 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.

AB - 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.

KW - Complementarity problem

KW - Convergence rate

KW - Power penalty method

UR - http://www.scopus.com/inward/record.url?scp=39149134350&partnerID=8YFLogxK

U2 - 10.1016/j.orl.2007.06.006

DO - 10.1016/j.orl.2007.06.006

M3 - Journal article

SN - 0167-6377

VL - 36

SP - 211

EP - 214

JO - Operations Research Letters

JF - Operations Research Letters

IS - 2

ER -

A power penalty method for linear complementarity problems

Abstract

Keywords

ASJC Scopus subject areas

More information

Other files and links

Fingerprint

Cite this