Title
A Separable Programming Approach To The Linear Complementarity-Problem
Abstract
The linear complementarity problem (LCP) is reformulated as a nonconvex, separable program and solved with a general branch and bound algorithm. Unlike the principal alternatives, the approach offered here works for all linear complementarity problems regardless of their underlying matrix structure. In the reformulated version, the optimal value is known at the outset so a convergence check can be made at each iteration of the algorithm. This greatly improves its performance; in fact, a number of cases are given where immediate convergence can be expected.
Year
DOI
Venue
1982
10.1016/0305-0548(82)90014-4
COMPUTERS & OPERATIONS RESEARCH
DocType
Volume
Issue
Journal
9
2
ISSN
Citations 
PageRank 
0305-0548
2
0.71
References 
Authors
1
2
Name
Order
Citations
PageRank
Jonathan F. Bard11428144.29
James E. Falk229768.47