Solution of linear complementarity problems using minimization with simple bounds

نویسندگان

  • Ana Friedlander
  • José Mario Martínez
  • Sandra Augusta Santos
چکیده

We deene a minimization problem with simple bounds associated to the horizontal linear complementarity problem (HLCP). When the HLCP is solvable, its solutions are the global minimizers of the associated problem. When the HLCP is feasible, we are able to prove a number of properties of the stationary points of the associated problem. In many cases, the stationary points are solutions of the HLCP. The theoretical results allow us to conjecture that local methods for box constrained optimization applied to the associated problem are eecient tools for solving linear complementarity problems. Numerical experiments seem to connrm this conjecture.

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عنوان ژورنال:
  • J. Global Optimization

دوره 6  شماره 

صفحات  -

تاریخ انتشار 1995