2009
DOI: 10.1007/s11633-009-0228-y
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A new type of solution method for the generalized linear complementarity problem over a polyhedral cone

Abstract: 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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Cited by 5 publications
(7 citation statements)
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“…According to (36), we consider two cases. In the case when x ∞ ≤ 1, it is easy to see that a real-valued function f (t) = t m−1 t−1 is nondecreasing for t ≥ 0, since it is seen as a sum of some nondecreasing functions, i.e., f (t) = m−2 k=0 t k .…”
Section: Tensor Then We Have the Following Two Conclusionmentioning
confidence: 99%
See 1 more Smart Citation
“…According to (36), we consider two cases. In the case when x ∞ ≤ 1, it is easy to see that a real-valued function f (t) = t m−1 t−1 is nondecreasing for t ≥ 0, since it is seen as a sum of some nondecreasing functions, i.e., f (t) = m−2 k=0 t k .…”
Section: Tensor Then We Have the Following Two Conclusionmentioning
confidence: 99%
“…Meanwhile, Problem G PC P(B, C, Λ, q) also includes some classical models as special cases. For example, -If A i (i = 2, • • • , m − 1) in Λ are zero tensors, then G PC P(B, C, Λ, q) (7) reduces to GT C P(B, C, A, q) (4); -If A i (i = 1, • • • , m − 2) in Λ are zero tensors, then G PC P(B, C, Λ, q) (7) reduces to the generalized linear complementarity problem over a polyhedral cone (denoted by G LC P(B, C, A, q)), which was considered by Sun et al [36]. The model is closely related to the generalized nonlinear complementarity problem over the polyhedral cone, which was extensively investigated, see, for example, Andreani et al [1], Wang et al [38], and Zhang et al [43]; -If B is the identity matrix with s = n and C is a zero matrix in the form K , then K becomes a nonnegative orthant, and so G PC P(B, C, Λ, q) (7) reduces to PC P(Λ, q) (3); -If B is the identity matrix with s = n and C is a zero matrix in the form K , and…”
Section: Introductionmentioning
confidence: 99%
“…Nagurney [8] presented a new theoretical framework for the quantification of strategic advantages associated with horizontal mergers through the integration of supply chain networks. For solving the variational inequalities problem, Sun and Dong [9] proposed a new type of method based on the error bound estimation.…”
Section: Literature Reviewmentioning
confidence: 99%
“…So, in this paper, we are concentrated on establishing a global error bound for the GLCP via a new type of residual function under mild conditions which can be taken as an extension of that for LCP, based on which we establish a quadratic rate of convergence for solution method without nondegenerate solution. Compared with the algorithm converges in [3,4,5], our conditions are weaker.…”
mentioning
confidence: 93%
“…The GLCP is a special case of the generalized nonlinear complementarity problem(GNCP) which was firstly considered by Andreani et al in [1], and further developed by Wang et al in [2][3][4][5], and be found applications in engineering, economics, finance, and optimization operations research [6]. For example, the GLCP plays a significant role in contact mechanics problems (such as a dynamic rigid-body model, a discretized large displacement frictional contact problem), structural mechanics problems, nonlinear obstacle problems, elastohydrodynamic lubrication problems, traffic equilibrium problems, etc.…”
mentioning
confidence: 99%