A dual exact penalty formulation for the linear complementarity problem

DOI10.1007/BF00939395zbMath0628.90081OpenAlexW1981276670MaRDI QIDQ1093553

P. K. Subramanian

Publication date: 1988

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939395

zbMATH Keywords

successive overrelaxation methodsmonotone linear complementarityapproximation solutionsdual exact penalty formulationTihonov regularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

A note on least two norm solutions of monotone complementarity problems ⋮ Gauss-Newton methods for the complementarity problem

Cites Work

• Solution of symmetric linear complementarity problems by iterative methods
• Simple bounds for solutions of monotone complementarity problems and convex programs
• Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems
• A dual differentiable exact penalty function
• Solving the Linear Complementarity Problem in Circuit Simulation
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation