On the numerical solution of the linear complementarity problem

被引：0

作者：

Mazurkevicha, E. O. ^{[1
]}

Petrova, E. G. ^{[2
]}

Strekalovsky, A. S. ^{[2
]}

机构：

[1] Tatarstan Acad Sci, Inst Problems Informat Sci, Kazan 420012, Russia

[2] Russian Acad Sci, Siberian Branch, Inst Syst Dynam & Control Theory, Irkutsk 664033, Russia

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2009年 / 49卷 / 08期

基金：

俄罗斯基础研究基金会;

关键词：

linear complementarity problem; nonconvex problem; d.c; function; global and local search;

D O I：

10.1134/S0965542509080041

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The well-known linear complementarity problem with definite matrices is considered. It is proposed to solve it using a global optimization algorithm in which one of the basic stages is a special local search. The proposed global search algorithm is tested using a variety of randomly generated problems; a detailed analysis of the computational experiment is given.

引用

页码：1318 / 1331

页数：14

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