Please use this identifier to cite or link to this item:
|Type:||Artigo de periódico|
|Title:||Solution of a general linear complementarity problem using smooth optimization and its application to bilinear programming and LCP|
|Abstract:||This paper addresses a General Linear Complementarity Problem (GLCP) that has found applications in global optimization. It is shown that a solution of the GLCP can be computed by finding a stationary point of a differentiable function over a set defined by simple bounds on the variables. The application of this result to the solution of bilinear programs and LCPs is discussed. Some computational evidence of its usefulness is included in the last part of the paper.|
linear complementarity problems
box constrained optimization
|Appears in Collections:||Artigos e Materiais de Revistas Científicas - Unicamp|
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.