A power penalty method for linear complementarity problems

Song Wang, X. Yang

    Research output: Contribution to journalArticle

    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 languageEnglish
    Pages (from-to)211-214
    JournalOperations Research Letters
    Volume36
    Issue number2
    DOIs
    Publication statusPublished - 2008

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