| Article ID: | iaor20091395 |
| Country: | Netherlands |
| Volume: | 36 |
| Issue: | 2 |
| Start Page Number: | 211 |
| End Page Number: | 214 |
| Publication Date: | Mar 2008 |
| Journal: | Operations Research Letters |
| Authors: | Yang Xiaoqi, Wang Song |
| Keywords: | linear complementarity |
We propose a power penalty approach to a linear complementarity problem (LCP) in ℝn based on approximating the LCP by a nonlinear equation. We prove that the solution to this equation converges to that of the LCP at an exponential rate when the penalty parameter tends to infinity.