A power penalty method for linear complementarity problems

Song Wang, X. Yang

    Research output: Contribution to journalArticlepeer-review

    51 Citations (Scopus)


    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
    Issue number2
    Publication statusPublished - 2008


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