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On solving Linear Complementarity Problems by DC programming and DCA

机译:用DC编程和DCA解决线性互补问题。

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摘要

In this paper, we consider four optimization models for solving the Linear Complementarity (LCP) Problems. They are all formulated as DC (Difference of Convex functions) programs for which the unified DC programming and DCA (DC Algorithms) are applied. The resulting DCA are simple: they consist of solving either successive linear programs, or successive convex quadratic programs, or simply the projection of points on R _+ ~(2n). Numerical experiments on several test problems illustrate the efficiency of the proposed approaches in terms of the quality of the obtained solutions, the speed of convergence, and so on. Moreover, the comparative results with Lemke algorithm, a well known method for the LCP, show that DCA outperforms the Lemke method.
机译:在本文中,我们考虑了用于解决线性互补(LCP)问题的四个优化模型。它们都被公式化为DC(凸函数的差异)程序,对其应用了统一的DC编程和DCA(DC算法)。产生的DCA很简单:它们由求解连续的线性程序,连续的凸二次程序或简单地将点投影到R _〜〜(2n)组成。在几个测试问题上的数值实验从获得的解决方案的质量,收敛速度等方面说明了所提出方法的效率。而且,与LCP的一种众所周知的方法Lemke算法的比较结果表明,DCA优于Lemke方法。

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