A power penalty method for linear complementarity problems

In this paper we propose a power penalty approach to linear complementarity problems (LCP) in a finite dimensional space. This approach is based on approximating the LCP by a nonlinear equation with a power penalty term. We prove that the solution to this equation converges to that of the LCP at a rate equivalent to the reciprocal of the power used in the penalty term when the penalty parameter tends to infinity. Keywords. complementarity problem, power penalty method, convergence rate. AMS subject classifications. 65N12, 65K10, 91B28. 1 

• Type: Journal
• Year: 2008
• Where: ORL
• Authors: Song Wang, Xiaoqi Yang
• Keywords: ORL 2008, Penalty Term, Power Penalty, Power Penalty Approach