On a Class of Least-element Complementarity Problems
Auteur : Stanford University. Department of Operations Research. Systems Optimization Laboratory
Date de publication : 1976
Éditeur : Defense Technical Information Center
Nombre de pages : 43
Résumé du livre
The present paper studies linear complementarity problems which arise from the minimization of certain quadratic functions subject to upper and lower bounds on the variables. Two least-element characterizations of solutions to the above linear complementarity problem are established first. Next, a new and direct method to solve this class of problems, which depends on the idea of 'least-element solution' is presented. Finally, applications and computational experience with its implementation are discussed.