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A homogeneous model for monotone mixed horizontal linear complementarity problems

Journal Article · · Computational Optimization and Applications
 [1];  [2]
  1. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
  2. Univ. of Maryland Baltimore County (UMBC), Baltimore, MD (United States)
+ Show Author Affiliations

In this paper, we propose a homogeneous model for the class of mixed horizontal linear complementarity problems. The proposed homogeneous model is always solvable and provides the solution of the original problem if it exists, or a certificate of infeasibility otherwise. Our formulation preserves the sparsity of the original formulation and does not reduce to the homogeneous model of the equivalent standard linear complementarity problem. We study the properties of the model and show that interior-point methods can be used efficiently for the numerical solutions of the homogeneous problem. Finally, numerical experiments show convincingly that it is more efficient to use the proposed homogeneous model for the mixed horizontal linear complementarity problem than to use known homogeneous models for the equivalent standard linear complementarity problem.

Research Organization:
Lawrence Livermore National Laboratory (LLNL), Livermore, CA (United States)
Sponsoring Organization:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)
Grant/Contract Number:
AC52-07NA27344
OSTI ID:
1491659
Report Number(s):
LLNL-JRNL--737005; 889808
Journal Information:
Computational Optimization and Applications, Journal Name: Computational Optimization and Applications Journal Issue: 1 Vol. 72; ISSN 0926-6003
Publisher:
SpringerCopyright Statement
Country of Publication:
United States
Language:
English

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Figures / Tables (6)

Table 1(p. 16)table Table 1
Algorithm 1(p. 21)figure Algorithm 1
Algorithm 2(p. 22)figure Algorithm 2
Table 2(p. 24)table Table 2
Fig. 1(p. 26)figure Fig. 1
Table 3(p. 26)table Table 3

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Related Subjects

97 MATHEMATICS AND COMPUTING
Homogenization
Interior-point method
Mixed horizontal LCP