A rapid algorithm for a class of linear complementarity problems (Q2372045): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q354838 |
||
Property / reviewed by | |||
Property / reviewed by: Q749165 / rank | |||
Revision as of 19:11, 13 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A rapid algorithm for a class of linear complementarity problems |
scientific article |
Statements
A rapid algorithm for a class of linear complementarity problems (English)
0 references
10 July 2007
0 references
The paper deals with the linear complementarity problem: Find \(x\in\mathbb{R}^n\) such that \(x\geq 0\), \(F(x)\geq 0\), \(F(x)_i x_i= 0\), where \(F(x)= Mx+ q\). Usually, this problem is approximately solved by a projection method. The projection method is globally convergent under suitable assumptions, but this convergence is slow. \textit{O. L. Mangasarian} [J. Optimization Theory Appl. 22, 465--485 (1977; Zbl 0341.65049)] presented a better method which is described in the present paper. The authors introduce a new projection method based on matrix split skill and proximal point algorithms. It is an implicit method. A modified algorithm possesses the advantage of robust convergence. Let \(M\) be symmetric and positive definite, then the sequence generated by the new algorithm converges and the limit solves the linear complementarity problem. Numerical results obtained for three examples illustrate the new method. They show that the algorithm is almost not sensitive to the parameters.
0 references
linear complementarity
0 references
proximal point
0 references
projection method
0 references
matrix splitting
0 references
variational inequalities
0 references
robust convergence
0 references
algorithm
0 references
numerical results
0 references