On the numerical solution of the linear complementarity problem

被引：0
|
作者：
Mazurkevicha, E. O. [1 ]
Petrova, E. G. [2 ]
Strekalovsky, A. S. [2 ]
机构：
[1] Tatarstan Acad Sci, Inst Problems Informat Sci, Kazan 420012, Russia
[2] Russian Acad Sci, Siberian Branch, Inst Syst Dynam & Control Theory, Irkutsk 664033, Russia
来源：
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2009年 / 49卷 / 08期
基金：
俄罗斯基础研究基金会;
关键词：
linear complementarity problem; nonconvex problem; d.c; function; global and local search;
D O I：
10.1134/S0965542509080041
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The well-known linear complementarity problem with definite matrices is considered. It is proposed to solve it using a global optimization algorithm in which one of the basic stages is a special local search. The proposed global search algorithm is tested using a variety of randomly generated problems; a detailed analysis of the computational experiment is given.
引用
收藏
页码：1318 / 1331
页数：14
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