Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its Application to Bilinear Programming and LCP |
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| Authors: | L Fernandes A Friedlander M Guedes J Júdice |
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| Institution: | (1) Escola Superior de Tecnologia de Tomar, 2300 Tomar, Portugal , PT;(2) Departamento de Matemática Aplicada, Universidade de Campinas, Campinas, Brasil , BR;(3) Departamento de Matemática Aplicada, Faculdade de Ciencias, Universidade do Porto, 4000 Porto, Portugal , PT;(4) Departamento de Matemática, Universidade de Coimbra, 3000 Coimbra, Portugal, PT |
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| Abstract: | This paper addresses a General Linear Complementarity Problem (GLCP) that has found applications in global optimization.
It is shown that a solution of the GLCP can be computed by finding a stationary point of a differentiable function over a
set defined by simple bounds on the variables. The application of this result to the solution of bilinear programs and LCPs
is discussed. Some computational evidence of its usefulness is included in the last part of the paper.
Accepted 28 June 1999. Online publication 4 December 2000. |
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| Keywords: | , Global optimization, Linear complementarity problems, Bilinear programming, Box constrained optimization, AMS Classification,,,,,,90C33 (65K05, 49M15), |
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