A dual exact penalty formulation for the linear complementarity problem (Q1093553)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A dual exact penalty formulation for the linear complementarity problem |
scientific article; zbMATH DE number 4023047
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dual exact penalty formulation for the linear complementarity problem |
scientific article; zbMATH DE number 4023047 |
Statements
A dual exact penalty formulation for the linear complementarity problem (English)
0 references
1988
0 references
We consider a dual exact penalty formulation for the monotone linear complementarity problem. Tihonov regularization is then used to reduce the solution of the problem to the solution of a sequence of positive- definite, symmetric quadratic programs. A modified form of an SOR method due to Mangasarian is proposed to solve these quadratic programs. We also indicate how to obtain approximation solutions to predefined tolerance by solving a single quadratic program, in special cases.
0 references
successive overrelaxation methods
0 references
dual exact penalty formulation
0 references
monotone linear complementarity
0 references
Tihonov regularization
0 references
approximation solutions
0 references
0 references
