Jointly Constrained Bilinear Programming: The Linear Complementarity Problem,

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Abstract:

This document investigates refinements to an existing nonconvex programming algorithm that exploit the special structure of linear complementarity problems. it is proven that the working bases in the linear programming subproblems can be reduced from 3nx3n to nxn. In addition, it is shown that the procedure in general, infinitely convergent is finite under a nondegeneracy assumption. The procedure compares favorably with two recently proposed algorithms and is competitive with a third related method.

Author(s):
Al-khayyal, Faiz A.
Author Organization(s):
GEORGIA INST OF TECH ATLANTA PRODUCTION AND DISTRIBUTION RESEARCH CENTER
Pagination:
0017

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
PRDC-86-13
Contract/Grant Number(s):
N00014-86-K-0173
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_5.3_Planning
Communities of Interest:
Air Platforms
Descriptor(s):
*LINEAR PROGRAMMING, *NONCONVEX PROGRAMMING, ALGORITHMS, GLOBAL, PROBLEM SOLVING, QUADRATIC PROGRAMMING
Field(s)/Group(s):
Operations Research
Keyword(s):
*Bilinear programming, Linear complementarity problem
Report Date:
1986 Sep 01