A potential reduction method for the generalized linear complementarity
problem over a polyhedral cone
Fengming Ma - School of Operations Research and Management Science, Qufu Normal University, Rizhao Shandong, 276800, China (email)
Abstract: 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.
Keywords: GLCP, existence of
solutions, potential reduction method.
Received: March 2009; Revised: October 2009; Published: November 2009.
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