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2013 (Vol. 5, Issue: 05)
Article Information:

A Power Penalty Approach to a Horizontal Linear Complementarity Problem

Xizhen Hu, Chongchao Huang, Aihua Luo, Hua Chen
Corresponding Author:  Xizhen Hu 

Key words:  Convergence rate, horizontal linear complementarity problem, power penalty methods, strong monotone, variational inequality, ,
Vol. 5 , (05): 1830-1835
Submitted Accepted Published
August 11, 2012 September 03, 2012 February 11, 2013
Abstract:

A power penalty approach has been proposed to linear complementarity problem but not to Horizontal Linear Complementarity Problem (HLCP) because the coefficient matrix is not positive definite. It is skillfully proved that HLCP is equivalent to a variational inequality problem and a mixed linear complementarity problem for the first time. A power penalty approach is proposed to the mixed linear complementarity problem based on approximating the HLP by a nonlinear equation. It has been proved that the solution to this equation is feasible and converges to that of the HLP at a rate of at least O(&lambda)-k/2 in the Euclidean norm
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  Cite this Reference:
Xizhen Hu, Chongchao Huang, Aihua Luo, Hua Chen, 2013. A Power Penalty Approach to a Horizontal Linear Complementarity Problem.  Research Journal of Applied Sciences, Engineering and Technology, 5(05): 1830-1835.
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ISSN (Online):  2040-7467
ISSN (Print):   2040-7459
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