A power penalty method for linear complementarity problems

Song Wang; X. Yang

doi:10.1016/j.orl.2007.06.006

A power penalty method for linear complementarity problems

Song Wang, X. Yang

Research output: Contribution to journal › Article

45 Citations (Scopus)

Abstract

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

Original language	English
Pages (from-to)	211-214
Journal	Operations Research Letters
Volume	36
Issue number	2
DOIs	https://doi.org/10.1016/j.orl.2007.06.006
Publication status	Published - 2008

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Wang, S., & Yang, X. (2008). A power penalty method for linear complementarity problems. Operations Research Letters, 36(2), 211-214. https://doi.org/10.1016/j.orl.2007.06.006

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