An Iterative Scheme for Linear Complementarity Problems.

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Abstract:

The linear complementarity problem LCP is an important problem in mathematical programming for solving linear programming, quadratic programming and bimatrix games. This work gives a new scheme for solving the LCP. Based on the scheme different algorithms may be designed for finding approximate solutions of very large scale problems or exact solutions of moderate LCPs. A specific algorithm for the latter is given, together with some numerical results. These indicate that the method is more effective than other existing methods.

Author(s):
Shiau, T. H.
Author Organization(s):
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
Descriptive Note:
Technical summary rept.,
Pagination:
0020

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
MRC-TSR-2737
Contract/Grant Number(s):
DAAG29-80-C-0041, NSF-MCS82-00632
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_5.3_Planning; JCA_1.2_Force Preparation; JCA_1_Force Support
Communities of Interest:
Air Platforms
Descriptor(s):
*LINEAR PROGRAMMING, *PROBLEM SOLVING, *ITERATIONS, ALGORITHMS, MATRICES(MATHEMATICS), MATHEMATICAL PROGRAMMING, CONVERGENCE, NUMERICAL METHODS AND PROCEDURES, GAME THEORY, SIMPLEX METHOD, INEQUALITIES
Field(s)/Group(s):
Theoretical Mathematics
Keyword(s):
Linear complementarity problem
Report Date:
1984 Aug 01