Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its Application to Bilinear Programming and LCP

Journal Article · Sun Jul 01 00:00:00 EDT 2001 · Applied Mathematics and Optimization

DOI:https://doi.org/10.1007/S002450010021· OSTI ID:21067511

Fernandes, L ^[1]; Friedlander, A ^[2]; Guedes, M ^[3]; Judice, J ^[4]

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1. Escola Superior de Tecnologia de Tomar, 2300 Tomar (Portugal)
2. Departamento de Matematica Aplicada, Universidade de Campinas, Campinas (Brazil)
3. Departamento de Matematica Aplicada, Faculdade de Ciencias, Universidade do Porto, 4000 Porto (Portugal)
4. Departamento de Matematica, Universidade de Coimbra, 3000 Coimbra (Portugal)

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.

• OSTI ID: 21067511
• Journal Information: Applied Mathematics and Optimization, Vol. 43, Issue 1; Other Information: DOI: 10.1007/s002450010021; Copyright (c) Inc. 2000 Springer-Verlag New York; Country of input: International Atomic Energy Agency (IAEA); ISSN 0095-4616
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
FUNCTIONS
MATHEMATICAL SOLUTIONS
OPTIMIZATION
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