A power penalty method for linear complementarity problems
We propose a power penalty approach to a linear complementarity problem (LCP) in Rn based on approximating the LCP by a nonlinear equation. We prove that the solution to this equation converges to that of the LCP at an exponential rate when the penalty parameter tends to infinity. © 2007.
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Elsevier
2008
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| Online Access: | http://hdl.handle.net/20.500.11937/28809 |