Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its Application to Bilinear Programming and LCP

Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its... This paper addresses a General Linear Complementarity Problem (GLCP) that has found applications in global optimization. It is shown that a solution of the GLCP can be computed by finding a stationary point of a differentiable function over a set defined by simple bounds on the variables. The application of this result to the solution of bilinear programs and LCPs is discussed. Some computational evidence of its usefulness is included in the last part of the paper. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its Application to Bilinear Programming and LCP

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Publisher
Springer Journals
Copyright
Copyright © Inc. by 2000 Springer-Verlag New York
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s002450010021
Publisher site
See Article on Publisher Site

Abstract

This paper addresses a General Linear Complementarity Problem (GLCP) that has found applications in global optimization. It is shown that a solution of the GLCP can be computed by finding a stationary point of a differentiable function over a set defined by simple bounds on the variables. The application of this result to the solution of bilinear programs and LCPs is discussed. Some computational evidence of its usefulness is included in the last part of the paper.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Jan 1, 2001

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