对线性互补问题的2点研究

Two Notes of linear Complementarity Problem

首先给出了线性互补问题测试算例的一个构造方法,并就所构造的算例分别用混合整数线性规划解法或内点算法进行了验证;其次指出了混合整数可行性问题通过变量替换可以转化为线性互补问题,并给出了混合整数可行性问题的一个具体算例来说明该方法的有效性。这些结果对线性互补问题的研究具有重要的意义,进而可以构造一系列的线性互补做测试算例,这在很大程度上就丰富了线性互补问题的数值实验。

A method of constructing test problems for linear complementary problem was presented,and these test problems were validated by using mixed-integer linear programming method or interior point algorithm;the indicated feasible problem of mixed integer feasible can be reformulated as linear complementary problem via variable substitution.An example illustrated the conclusion demonstrated this method is effective.