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A modified projection and contraction method for a class of linear complementarity problems. (English) Zbl 0854.65047

For the generalized linear complementarity problems

u i 0,(Mu+q) i 0,u i (Mu+q) i =0,foriI,(Mu+q) i =0,foriLI,

where L={1,,}, IL, M is an × positive semi-definite matrix and q , the author presents a globally convergent projection and contraction method which is a modification of his earlier method [Appl. Math. Optimization 25, No. 3, 247-262 (1992; Zbl 0767.90086)]. He describes the new algorithm and its relation to the original one. The convergence properties of the new algorithm and some numerical results are given.


MSC:
65K05Mathematical programming (numerical methods)
90C33Complementarity and equilibrium problems; variational inequalities (finite dimensions)