A Penalty Function Method for Solving Absolute Value Linear Complementarity Problems
LI Yuan
Abstract：We propose a penalty function method to a kind of absolute value linear complementarity prob-lem(ALCP) inRnbased on approximating the ALCP by a nonlinear equation.We prove that the solution to our method converges to that of the ALCP at an exponential rate when the penalty parameter tends to infinity.
Keywords：operations researchabsolute value linear complementarity problempenalty function methodconvergence rate
Publication Date：2014-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：6( 411-416 )