A power penalty method for linear complementarity problems

Wang, Song; Yang, X.

doi:10.1016/j.orl.2007.06.006

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Authors

Wang, Song

Yang, X.

Date

2008

Type

Journal Article

Metadata

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Citation

Wang, S. and Yang, X. 2008. A power penalty method for linear complementarity problems. Operations Research Letters. 36 (2): pp. 211-214.

Source Title

Operations Research Letters

DOI

10.1016/j.orl.2007.06.006

ISSN

0167-6377

School

Department of Mathematics and Statistics

URI

http://hdl.handle.net/20.500.11937/28809

Collection

Curtin Research Publications

Abstract

We propose a power penalty approach to a linear complementarity problem (LCP) in Rn based on approximating the LCP by a nonlinear equation. We prove that the solution to this equation converges to that of the LCP at an exponential rate when the penalty parameter tends to infinity. © 2007.