线性互补问题的一种混合整数线性规划解法

A mixed integer linear programming method to linear complementary problem

经典算法一般采用迭代过程求解线性互补问题,研究了线性互补问题的直接求解方法。把线性互补问题转化为一个混合整数线性规划,然后采用数学软件进行求解;数值实验结果表明,所给出的方法能够准确快速地求得原问题的最优解。

Classical algorithms fof solving linear complementary problem are iteration method. A direct algorithm is investigated for linear complementary problem in this paper. First, linear complementary problem is transformed into a mixed Integer linear programming, By using mathematics software, the solution to the problem is obtained. The numerical experiment results demonstrate that the proposed algorithm can fast and effectively solve the problem, and this algorithm is an efficient method because of its easy maneuverability.