A dynamic model to solve weighted linear complementarity problems

A dynamic model (DM) is proposed to solve the weighted linear complementarity problem (WLCP). The DM is based on an approximate reformulation of the WLCP into an unconstrained minimization problem. Under certain hypothesis, we prove that the equilibrium point of the DM is asymptotically stable and it is an approximate solution of the monotone WLCP. Simulation results are given to show the effectiveness of our method.