A note on a quadratic formulation for linear complementarity problems

DOI10.1007/BF00939336MaRDI QIDQ1090251zbMATH OpenFDO

Authors B. George

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/BF00939336

zbMATH Keywords

linear complementarityquadratic formulation

Mathematics Subject Classification ID

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

Review text

We discuss some properties of a quadratic formulation for linear complementarity problems. Projected SOR methods proposed by Mangasarian apply to symmetric matrices only. The quadratic formulation discussed here makes it possible to use these SOR methods for solving nonsymetric LCPs. SOR schemes based on this formulation preserve sparsity. For proper choice of a free parameter, this quadratic formulation also preserves convexity. The value of the quadratic function for the solution of original LCP is also known.

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Cites work

• A dual differentiable exact penalty function
• scientific article; zbMATH DE number 3605873 (Why is no real title available?)
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• 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

Cited in

(13)

• A dual exact penalty formulation for the linear complementarity problem
• An LP-based successive overrelaxation method for linear complementarity problems
• A note on composite concave quadratic programming
• A polyhedral study of nonconvex quadratic programs with box constraints
• A method of complementary basis for quadratic programming
• Subspace accelerated matrix splitting algorithms for asymmetric and symmetric linear complementarity problems
• Polynomial time algorithms for some classes of constrained nonconvex quadratic problems
• scientific article; zbMATH DE number 4154237 (Why is no real title available?)
• scientific article; zbMATH DE number 4185418 (Why is no real title available?)
• On reduced convex QP formulations of monotone LCPs
• A note on reduction of quadratic and bilinear programs with equality constraints
• Bi-affine scaling iterative method for convex quadratic programming with bound constraints
• Active constraints, indefinite quadratic test problems, and complexity

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