A power penalty method for linear complementarity problems

被引：57
|
作者：
Wang, Song [2 ]
Yang, Xiaoqi [1 ]
机构：
[1] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
[2] Univ Western Australia, Sch Math & Stat, Crawley, WA 6009, Australia
来源：
OPERATIONS RESEARCH LETTERS | 2008年 / 36卷 / 02期
基金：
澳大利亚研究理事会;
关键词：
complementarity problem; power penalty method; convergence rate;
D O I：
10.1016/j.orl.2007.06.006
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We propose a power penalty approach to a linear complementarity problem (LCP) in R-n based 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. (C) 2007 Published by Elsevier B.V.
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页码：211 / 214
页数：4
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