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 |
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Pages (from-to) | 211-214 |
Number of pages | 4 |
Journal | Operations Research Letters |
Volume | 36 |
Issue number | 2 |
DOIs | |
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