On quasi-solution to infeasible linear complementarity problem obtained by Lemke’s method

• Autorzy: L. Popov
• Języki publikacji: EN

Abstrakty

EN

For a linear complementarity problem with inconsistent system of constraints a notion of quasi-solution of Tschebyshev type is introduced. It’s shown that this solution can be obtained automatically by Lemke’s method if the constraint matrix of the original problem is copositive plus or belongs to the intersection of matrix classes P 0 and Q 0.

Słowa kluczowe

EN

infeasible linear complementarity problem; Lemke’s method; Tschebyshev approximation; 65K05; 90C20; 90C49

• Wydawca: De Gruyter Open
• Czasopismo: Open Mathematics
• Rocznik: 2004
• Tom: 2
• Numer: 1
• Strony: 76-86

Daty

wydano

2004-03-01

online

2004-03-01

Twórcy

autor

L. Popov

• Institute of Mathematics and Mechanics

Bibliografia

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• [8] I.I. Eremin, Vl.D. Mazurov, N.N. Astaf’ev: Improper Problems of Linear and Convex Programming, Nauka, Moscow. 1983. (in Russian)
• [9] Y. Fan, S. Sarkar, and L. Lasdon: “Experiments with successive quadratic programming algorithms”, J. Optim. Theory Appl., VOl. 56, (1988), pp. 359–383. http://dx.doi.org/10.1007/BF00939549
• [10] P.E. Gill, W. Murray, A.M. Saunders: “SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization”, SIAM Journal on Optimization, Vol. 12, (2002), pp. 979–1006. http://dx.doi.org/10.1137/S1052623499350013
• [11] G. Isac, M.M. Kostreva, M.M. Wiecek: “Multiple objective approximation of feasible but unsolvable linear complementarity problems”, Journal of Optimization Theory and Applications, Vol. 86, (1995), pp. 389–405. http://dx.doi.org/10.1007/BF02192086
• [12] L.D. Popov: “On the approximative roots of maximal monotone mapping”, Yugoslav Journal of Operations Research, Vol. 6, (1996), pp. 19–32.

Identyfikatory

DOI

10.2478/BF02475952