Solution of linear complementarity problems using minimization with simple bounds
نویسندگان
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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ورودعنوان ژورنال:
- J. Global Optimization
دوره 6 شماره
صفحات -
تاریخ انتشار 1995