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On the numerical solution of the linear complementarity problem |
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| Authors: | E O Mazurkevich E G Petrova A S Strekalovsky |
| Institution: | (1) Institute of Problems of Information Science, Tatarstan Academy of Sciences, ul. Chekhova 36, Kazan, 420012, Russia;(2) Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia |
| Abstract: | The well-known linear complementarity problem with definite matrices is considered. It is proposed to solve it using a global optimization algorithm in which one of the basic stages is a special local search. The proposed global search algorithm is tested using a variety of randomly generated problems; a detailed analysis of the computational experiment is given. |
| Keywords: | linear complementarity problem nonconvex problem d c function global and local search |
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