Hong-Chun Sun and Yan-Liang Dong. A New Type of Solution Method for the Generalized Linear Complementarity Problem over a Polyhedral Cone. International Journal of Automation and Computing, vol. 6, no. 3, pp. 228-233, 2009. DOI: 10.1007/s11633-009-0228-y
Citation: Hong-Chun Sun and Yan-Liang Dong. A New Type of Solution Method for the Generalized Linear Complementarity Problem over a Polyhedral Cone. International Journal of Automation and Computing, vol. 6, no. 3, pp. 228-233, 2009. DOI: 10.1007/s11633-009-0228-y

A New Type of Solution Method for the Generalized Linear Complementarity Problem over a Polyhedral Cone

  • This paper addresses the generalized linear complementarity problem (GLCP) over a polyhedral cone. To solve the problem, we first equivalently convert the problem into an affine variational inequalities problem over a closed polyhedral cone, and then propose a new type of method to solve the GLCP based on the error bound estimation. The global and R-linear convergence rate is established. The numerical experiments show the efficiency of the method.
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