A potential reduction method for the generalized linear complementarity problem over a polyhedral cone
2009
In this paper, we consider the generalized linear complementarity
problem over a polyhedral cone arising in economics and engineering.
For this problem, we first discuss its solution existence and then
propose a potential reduction algorithm to solve it. The sparseness
of the involved coefficient matrix is fully exploited in the
computation of the algorithm and hence it has a relatively lower
computational cost. The global convergence of the method is obtained
under milder conditions. The given preliminary numerical experiments
show the efficiency of the method.
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