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On the solution of NP-hard linear complementarity problems
Authors:Joaquim J. Júdice  Ana M. Faustino  Isabel Martins Ribeiro
Affiliation:(1) Departamento de Matemática, Universidade de Coimbra, Coimbra, Portugal;(2) Faculdade de Engenharia, Universidade do Porto, Porto, Portugal
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.
Keywords:mathematical programming  complementarity  global optimization  enumerative algorithms
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