A dual exact penalty formulation for the linear complementarity problem

DOI10.1007/BF00939395MaRDI QIDQ1093553zbMATH OpenOpenAlexFDO

Authors P. K. Subramanian

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00939395

zbMATH Keywords

approximation solutionsdual exact penalty formulationmonotone linear complementaritysuccessive overrelaxation methodsTihonov regularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

We consider a dual exact penalty formulation for the monotone linear complementarity problem. Tihonov regularization is then used to reduce the solution of the problem to the solution of a sequence of positive- definite, symmetric quadratic programs. A modified form of an SOR method due to Mangasarian is proposed to solve these quadratic programs. We also indicate how to obtain approximation solutions to predefined tolerance by solving a single quadratic program, in special cases.

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Cites work

• A dual differentiable exact penalty function
• Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems
• Simple bounds for solutions of monotone complementarity problems and convex programs
• Solution of symmetric linear complementarity problems by iterative methods
• Solving the Linear Complementarity Problem in Circuit Simulation
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation

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(4)

• EP theorem for dual linear complementarity problems
• Gauss-Newton methods for the complementarity problem
• scientific article; zbMATH DE number 962277 (Why is no real title available?)
• A note on least two norm solutions of monotone complementarity problems

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