Jointly Constrained Bilinear Programming: The Linear Complementarity Problem,
Abstract
This document investigates refinements to an existing nonconvex programming algorithm that exploit the special structure of linear complementarity problems. it is proven that the working bases in the linear programming subproblems can be reduced from 3nx3n to nxn. In addition, it is shown that the procedure (in general, infinitely convergent) is finite under a nondegeneracy assumption. The procedure compares favorably with two recently proposed algorithms and is competitive with a third related method.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1986
- Accession Number
- ADA173921
Entities
People
- Faiz A. Al-khayyal
Organizations
- Georgia Tech