A dual exact penalty formulation for the linear complementarity problem
type: Item
instance of: scholarly article
title: A dual exact penalty formulation for the linear complementarity problem
zbMATH Open document ID: 0628.90081
DOI: 10.1007/BF00939395
author: P. K. Subramanian
published in: Journal of Optimization Theory and Applications
publication date: 1988-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 4023047
zbMATH Keywords: successive overrelaxation methods
zbMATH Keywords: dual exact penalty formulation
zbMATH Keywords: monotone linear complementarity
zbMATH Keywords: Tihonov regularization
zbMATH Keywords: approximation solutions
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00939395
OpenAlex ID: W1981276670
description: scientific article; zbMATH DE number 4023047