A power penalty method for linear complementarity problems

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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.

Bibliographic Details
Main Authors:	Wang, Song, Yang, X.
Format:	Journal Article
Published:	Elsevier 2008
Online Access:	http://hdl.handle.net/20.500.11937/28809

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