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.

A novel intelligent global harmony search algorithm based on improved search stability strategy

“…Yong transforms the general LCP into a nonlinear equation by means of the NCP—function, and uses a new global harmony search algorithm (NGHS) to solve the problem. Numerical results show that this algorithm has a faster convergence rate than other algorithms and overcomes the shortcomings of interior point method 61 . Jeddi et al proposed a new improved HS algorithm, which solved the established problems of robust dynamic distributed energy (DER) planning, achieved the balance between development and exploration capabilities, and improved the performance of dynamic distributed energy planning in distribution networks 62 .…”