A dual exact penalty formulation for the linear complementarity problem (Q1093553)
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scientific article; zbMATH DE number 4023047
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| English | A dual exact penalty formulation for the linear complementarity problem |
scientific article; zbMATH DE number 4023047 |
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A dual exact penalty formulation for the linear complementarity problem (English)
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1988
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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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successive overrelaxation methods
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dual exact penalty formulation
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monotone linear complementarity
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Tihonov regularization
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approximation solutions
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0.802665650844574
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0.7978782653808594
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0.7899226546287537
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