Solution of a general linear complementarity problem using smooth optimization and its application to bilinear programming and LCP

• Type: Article in International Scientific Journal
• Date: 2001

Authors

Fernandes, L (Author) Other; Friedlander, A (Author) Other; Guedes, M (Author) FEP; Judice, J (Author) Other

Journal

Title: Applied Mathematics and Optimization

Vol. 43

Pages: 1-19

ISSN: 0095-4616

Publisher: Springer Nature

Indexing

ISI Web of Knowledge - 12 Citations

Scopus - 14 Citations

Scientific classification

FOS: Natural sciences > Mathematics

Other information

Authenticus ID: P-000-WRP

DOI: 10.1007/s002450010021

Abstract (EN): This paper addresses a General Linear Complementarity Problem (GLCP) that has found applications in global optimization. It is shown that a solution of the GLCP can be computed by finding a stationary point of a differentiable function over a set defined by simple bounds on the variables. The application of this result to the solution of bilinear programs and LCPs is discussed. Some computational evidence of its usefulness is included in the last part of the paper.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 19