Algorithms for Linear Complementarity Problems
Algorithms for Linear Complementarity Problems
复制标题
线性互补问题的算法
DOI：
10.1007/978-94-009-0369-2_15
复制
发表时间：
1994
期刊：
影响因子：
--
通讯作者：
J. Júdice
中科院分区：
文献类型：
--
作者：
J. Júdice
本文对线性互补问题（LCP）进行了综述。最重要的存在性和复杂性的LCP的结果进行了首次审查。然后讨论了直接算法、迭代算法和枚举算法及其优缺点，一些重要的全局优化问题可以通过基于广义线性互补问题（GLCP）的序列技术来解决。本文还讨论了这一问题的复杂性和求解的步骤。
This paper presents a survey of the Linear Complementarity Problem (LCP). The most important existence and complexity results of the LCP are first reviewed. Direct, iterative and enumerative algorithms are then discussed together with their benefits and drawbacks.Some important global optimization problems can be solved by a sequential technique that is based on the solution of a Generalized Linear Complementarity Problem (GLCP). This problem is also discussed in this paper, namely its complexity and some procedures for its solution.