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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2009, Volume 49, Number 8, Pages 1385–1398 (Mi zvmmf4733)  
This article is cited in 2 scientific papers (total in 2 papers)

On the numerical solution of the linear complementarity problem

E. O. Mazurkevicha, E. G. Petrovab, A. S. Strekalovskiib

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
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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.
Received: 19.01.2008
Revised: 26.05.2009
English version:
Computational Mathematics and Mathematical Physics, 2009, Volume 49, Issue 8, Pages 1318–1331
DOI: https://doi.org/10.1134/S0965542509080041
Bibliographic databases:
Document Type: Article
UDC: 519.658
Language: Russian
Citation: E. O. Mazurkevich, E. G. Petrova, A. S. Strekalovskii, “On the numerical solution of the linear complementarity problem”, Zh. Vychisl. Mat. Mat. Fiz., 49:8 (2009), 1385–1398; Comput. Math. Math. Phys., 49:8 (2009), 1318–1331
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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