An Iterative Scheme for Linear Complementarity Problems.

Abstract

The linear complementarity problem (LCP) is an important problem in mathematical programming for solving linear programming, quadratic programming and bimatrix games. This work gives a new scheme for solving the LCP. Based on the scheme different algorithms may be designed for finding approximate solutions of very large scale problems or exact solutions of moderate LCPs. A specific algorithm for the latter is given, together with some numerical results. These indicate that the method is more effective than other existing methods.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1984
Accession Number
ADA147464

Entities

People

  • T. H. Shiau

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Programming
  • Computer Programs
  • Contracts
  • Convergence
  • Evolutionary Algorithms
  • Inequalities
  • Iterations
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Operating Systems
  • Optimization
  • Quadratic Programming
  • Simplex Method
  • United States

Fields of Study

  • Mathematics

Readers

  • Artificial Intelligence
  • Graph Algorithms and Convex Optimization.
  • Materials Science and Engineering.