A Separable Programming Approach to the Linear Complementarity Problem.

Abstract

The linear complementarity problem (LCP) is reformulated as a nonconvex, separable program and solved with a general branch and bound algorithm. Unlike the principal alternatives, the approach offered here works for all linear complementarity problems regardless of their underlying matrix structure. In the reformulated version, the optimal value is known at the outset so a convergence check can be made at each iteration of the algorithm. This greatly increases its performance; in fact, a number of cases are given where immediate convergence can be expected. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 22, 1979
Accession Number
ADA072928

Entities

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  • James E. Falk
  • Jonathan F. Bard

Organizations

  • George Washington University

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  • Energy and Power Technologies
  • Weapons Technologies

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  • Algorithms
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  • Iterations
  • Linear Programming
  • Mathematical Programming
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  • Nonconvex Programming
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