Title
A power penalty method for linear complementarity problems
Abstract
We propose a power penalty approach to a linear complementarity problem (LCP) in R^n based on approximating the LCP by a nonlinear equation. We prove that the solution to this equation converges to that of the LCP at an exponential rate when the penalty parameter tends to infinity.
Year
DOI
Venue
2008
10.1016/j.orl.2007.06.006
Oper. Res. Lett.
Keywords
DocType
Volume
exponential rate,power penalty method,nonlinear equation,linear complementarity problem,penalty parameter,power penalty approach,equation converges,convergence rate,penalty method,complementarity problem
Journal
36
Issue
ISSN
Citations 
2
Operations Research Letters
24
PageRank 
References 
Authors
2.42
0
2
Name
Order
Citations
PageRank
Song Wang1716.80
Xiaoqi Yang212620.85