Skip to main content
SpringerLink
Log in

Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its Application to Bilinear Programming and LCP

  • Published:
Applied Mathematics & Optimization Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Author information

Authors and Affiliations

  1. Escola Superior de Tecnologia de Tomar,2300 Tomar, Portugal , Portugal

    L. Fernandes

  2. Departamento de Matemática Aplicada, Universidade de Campinas, Campinas, Brasil, Brasil

    A. Friedlander

  3. Departamento de Matemática Aplicada, Faculdade de Ciencias, Universidade do Porto, 4000 Porto, Portugal, Portugal

    M. Guedes

  4. Departamento de Matemática, Universidade de Coimbra, 3000 Coimbra, Portugal, Portugal

    J. Júdice

Authors
  1. L. Fernandes
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. A. Friedlander
    View author publications

    You can also search for this author in PubMed Google Scholar

  3. M. Guedes
    View author publications

    You can also search for this author in PubMed Google Scholar

  4. J. Júdice
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Accepted 28 June 1999. Online publication 4 December 2000.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Fernandes, L., Friedlander, A., Guedes, M. et al. Solution of a General Linear Complementarity Problem Using Smooth Optimization and Its Application to Bilinear Programming and LCP. Appl Math Optim 43, 1–19 (2001). https://doi.org/10.1007/s002450010021

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s002450010021

Search

Navigation