NOTE ON SOLVING LINEAR COMPLEMENTARITY-PROBLEMS AS JOINTLY CONSTRAINED BILINEAR PROGRAMS

被引：1

作者：

ALKHAYYAL, FA

机构：

[1] School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 1991年 / 158卷 / 02期

关键词：

D O I：

10.1016/0022-247X(91)90259-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate refinements of an existing nonconvex programming algorithm that exploits special structure of linear complementarity problems. We construct a linear program, having an n × n working basis, which is equivalent to the subproblems generated by the algorithm that generally require 3n × 3n basis matrices. © 1991.

引用

页码：583 / 589

页数：7

共 13 条

[1] LINEAR, QUADRATIC, AND BILINEAR-PROGRAMMING APPROACHES TO THE LINEAR COMPLEMENTARITY-PROBLEM [J].