On the numerical solution of the linear complementarity problem
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 8, pp. 1385-1398
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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.
@article{ZVMMF_2009_49_8_a3,
author = {E. O. Mazurkevich and E. G. Petrova and A. S. Strekalovskii},
title = {On the numerical solution of the linear complementarity problem},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {1385--1398},
publisher = {mathdoc},
volume = {49},
number = {8},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_8_a3/}
}
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E. O. Mazurkevich; E. G. Petrova; A. S. Strekalovskii. On the numerical solution of the linear complementarity problem. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 49 (2009) no. 8, pp. 1385-1398. http://geodesic.mathdoc.fr/item/ZVMMF_2009_49_8_a3/