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 re-formulation of the WLCP into an unconstrained minimization problem. Under certain hypothesis, we prove that the equilibrium point of the DM is asymp-totically stable and it is an approximate solution of the monotone WLCP. Simulation results are given to show the effectiveness of our method.