Article ID Journal Published Year Pages File Type
1142914 Operations Research Letters 2008 4 Pages PDF
Abstract

We propose a power penalty approach to a linear complementarity problem (LCP) in RnRn 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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Discrete Mathematics and Combinatorics
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A power penalty method for linear complementarity problems
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