Volume no :3, Issue no: 2, November 2009

Journal of Mathematical Sciences: Advances and Applications

A POTENTIAL REDUCTION ALGORITHM FOR GENERALIZED LINEAR COMPLEMENTARITY PROBLEM OVER A POLYHEDRAL CONE

Author's: Fengming Ma
Pages: [279] - [286]
Received Date: May 16, 2009
Submitted by:

Abstract

In this paper, we propose a potential reduction algorithm for generalized linear complementarity problem (GLCP) over a polyhedral cone. Under mild condition, we show that this algorithm can find an approximate solution of GLCP in finite iterations. Preliminary numerical experiments shows that the method has a good performance.

Keywords

GLCP, polynomial complexity, positive definite, potential reduction.