Novel Global Harmony Search Algorithm for General Linear Complementarity Problem

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