E. O. Mazurkevich, E. G. Petrova, A. S. Strekalovskii, “On the numerical solution of the linear complementarity problem”, Zh. Vychisl. Mat. Mat. Fiz., 2009, Volume 49, Number 8,Pages <nobr>1385

This article is cited in 2 papers

On the numerical solution of the linear complementarity problem

E. O. Mazurkevich^a, E. G. Petrova^b, A. S. Strekalovskii^b

^a Institute of Problems of Information Science, Tatarstan Academy of Sciences, ul. Chekhova 36, Kazan, 420012, Russia
^b Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia

Abstract: 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.

Key words: linear complementarity problem, nonconvex problem, d.c. function, global and local search.

UDC: 519.658

Received: 19.01.2008
Revised: 26.05.2009