%A O. L. Mangasarian
%T The Linear Complementarity Problem as a Separable Bilinear Program
%D July 1994, Revised October 1994
%R 94-09
%I COMPUTER SCIENCES DEPARTMENT, UNIVERSITY OF WISCONSIN
%C MADISON, WI
%X The nonmonotone linear complementarity problem (LCP) is formulated as a
bilinear program with separable constraints and an objective function
that minimizes a natural error
residual for the LCP. A linear-programming-based
algorithm applied to the bilinear program terminates in a finite number
of steps at a solution or stationary point of the problem. The bilinear
algorithm solved 80 consecutive cases of the LCP formulation of the
knapsack feasibility problem ranging in size between 10 and 3000,
with almost constant average number of major iterations equal to four.