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A potential reduction method for the generalized linear complementarity problem over a polyhedral cone

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  • 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.
    Mathematics Subject Classification: 65H10, 90C33, 90C30.

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