On the solution of NP-hard linear complementarity problems |
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Authors: | Joaquim J. Júdice Ana M. Faustino Isabel Martins Ribeiro |
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Affiliation: | (1) Departamento de Matemática, Universidade de Coimbra, Coimbra, Portugal;(2) Faculdade de Engenharia, Universidade do Porto, Porto, Portugal |
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Abstract: | In this paper two enumerative algorithms for the Linear Complementarity Problems (LCP) are discussed. These procedures exploit the equivalence of theLCP into a nonconvex quadratic and a bilinear programs. It is shown that these algorithms are efficient for processing NP-hardLCPs associated with reformulations of the Knapsack problem and should be recommended to solve difficultLCPs. |
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Keywords: | mathematical programming complementarity global optimization enumerative algorithms |
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