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Newton's method for linear complementarity problems

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Abstract

This paper presents an iterative, Newton-type method for solving a class of linear complementarity problems. This class was discovered by Mangasarian who had established that these problems can be solved as linear programs. Cottle and Pang characterized solutions of the problems in terms of least elements of certain polyhedral sets. The algorithms developed in this paper are shown to converge to the least element solutions. Some applications and computational results are also discussed.

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Authors and Affiliations

  1. Energoinvest-IRCA, Sarajevo, Yugoslavia

    Muhamed Aganagić

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  1. Muhamed Aganagić
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Aganagić, M. Newton's method for linear complementarity problems. Mathematical Programming 28, 349–362 (1984). https://doi.org/10.1007/BF02612339

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  • DOI: https://doi.org/10.1007/BF02612339

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