A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints (Q704808)
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| Language | Label | Description | Also known as |
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| English | A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints |
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A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints (English)
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19 January 2005
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A new algorithm is proposed for solving mathematical programs with linear complementarity problems. The advantage of the new algorithm is that it is globally convergent without requiring strong assumptions such as nondegeneracy or linear independence condition. Numerical results show the effectiveness of the algorithm. The proofs of the results are nice pieces of fine analysis. The features of the paper constitute a valuable tool for researchers.
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complementarity constraints
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nondegeneracy condition
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global convergence
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algorithm
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linear complementarity problems
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numerical results
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