Novel Global Harmony Search Algorithm for General Linear Complementarity Problem

Abstract

Linear complementarity problem (LCP) is studied. After reforming general LCP as the system of nonlinear equations by NCP-function, LCP is equivalent to solving an unconstrained optimization model, which can be solved by a recently proposed algorithm named novel global harmony search (NGHS). NGHS algorithm can overcome the disadvantage of interior-point methods. Numerical results show that the NGHS algorithm has a higher rate of convergence than the other HS variants. For LCP with a unique solution, NGHS converges to its unique solution. For LCP with multiple solutions, NGHS can find as many solutions as possible. Meanwhile, for unsolvable LCP, all algorithms are terminated on the solution with the minimum error.

Keywords

• linear complementarity problem
• nonlinear equations
• NCP-function
• unconstrained optimization
• novel global harmony search
• unique solution