A PROXIMAL REGULARIZATION FOR LINEAR COMPLEMENTARITY PROBLEMS .

José Marcos LOPES [1]

Alvaro Rodolfo DE PIERRO [2]

§    ABSTRACT: We present in this work, using the Proximal Point Algorithm, a regularization for Linear Complementary Problems (LCP). The Karush-Kuhn-Tucker conditions for Quadratic Programming Problems (QPP) can be written as a LCP, and, hence, a regularization proposed is used to solve QPP.

§    KEYWORDS: Quadratic programming; linear complementary; proximal point algorithm.

 

 



[1] Departamento de Ciências – Faculdade de Engenharia de Ilha Solteira – UNESP – 15378 – Ilha Solteira – SP.

[2] Departamento de Matemática Aplicada– UNICAMP – 13081 – Campinas – SP.