Solution of a general linear complementarity problem using smooth optimization and its application to bilinear programming and LCP

被引：13

作者：

Fernandes, L ^{[1
]}

Friedlander, A

Guedes, M

Júdice, J

机构：

[1] Escola Super Technol Tomar, P-2300 Tomar, Portugal

[2] Univ Estadual Campinas, Dept Matemat Aplicada, BR-13081 Campinas, Brazil

[3] Univ Porto, Fac Ciencias, Dept Matemat Aplicada, P-4000 Oporto, Portugal

[4] Univ Coimbra, Dept Matemat, P-3000 Coimbra, Portugal

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 2001年 / 43卷 / 01期

关键词：

global optimization; linear complementarity problems; bilinear programming; box constrained optimization;

D O I：

10.1007/s002450010021

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：1 / 19

页数：19

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