A Homogeneous Model for Monotone Mixed Horizontal Linear Complementarity Problems

11 luglio 2019 12:00 - 13:00
Luogo: 
Aula Bertocchi, via dei Caniana 2
Relatore/i: 
Florian A. Potra, University of Maryland, Baltimore County
Seminari di dipartimento
Persona di riferimento: 
prof. aggr. Francesca Maggioni, francesca.maggioni@unibg.it
Strutture interne organizzatrici: 
Dipartimento di Scienze Aziendali, Economiche e Metodi Quantitativi

Ciclo di seminari dipartimentali a.a. 2018/2019

nell'ambito del progetto STaRs (Supporting Talented Researchers) - azione 2 "Incoming Visiting Professor"

A Homogeneous Model for Monotone  Mixed Horizontal Linear Complementarity Problems

Interviene: Florian A. Potra, University of Maryland, Baltimore County

ABSTRACT

We propose a homogeneous model for  mixed horizontal linear complementarity problems. The proposed homogeneous model is always solvable and provides the solution of the original problem if it exists, or a certificate of infeasibility otherwise. Our formulation preserves the sparsity of the original formulation and does not reduce to the homogeneous model of the equivalent standard linear complementarity
problem. We study the properties of the model and show that interior-point methods can be used efficiently for the numerical solutions of the homogeneous problem. Numerical experiments show convincingly that it is more efficient to use the proposed
homogeneous model for the mixed horizontal linear complementarity problem than to use known homogeneous models for the equivalent standard linear complementarity problem. 

Authors: Florian A. Potra (University of Maryland Baltimore County) and Cosmin Petra (Lawrence Livermore National Laboratory)