A homogeneous model for monotone mixed horizontal linear complementarity problems

Journal Article · 22 September 2018 · Computational Optimization and Applications

DOI: https://doi.org/10.1007/s10589-018-0035-x · OSTI ID:1491659

Petra, Cosmin G.  ^[1]; Potra, Florian A. ^[2]

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1. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2. Univ. of Maryland Baltimore County (UMBC), Baltimore, MD (United States)

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)
• Grant/Contract Number: AC52-07NA27344
• OSTI ID: 1491659
• Report Number(s): LLNL-JRNL-737005; 889808
• Journal Information: Computational Optimization and Applications, Vol. 72, Issue 1; ISSN 0926-6003
• Publisher: SpringerCopyright Statement
• Country of Publication: United States
• Language: English