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The Extended Linear Complementarity Problem (1993)
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| Citations: | 786 - 30 self |
BibTeX
@MISC{Mangasarian93theextended,
author = {O. L. Mangasarian and Jong-Shi Pang},
title = {The Extended Linear Complementarity Problem},
year = {1993}
}
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Abstract
We consider an extension of the horizontal linear complementarity problem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish various properties of this extended complementarity problem; these include the convexity of the bilinear objective function under a monotonicity assumption, the polyhedrality of the solution set of a monotone XLCP, and an error bound result for a nondegenerate XLCP. We also present a finite, sequential linear programming algorithm for solving the nonmonotone XLCP.
Keyphrases
extended linear complementarity problem various property monotonicity assumption monotone xlcp bilinear objective function nondegenerate xlcp sequential linear programming algorithm horizontal linear complementarity problem extended complementarity problem error bound result natural bilinear program nonmonotone xlcp solution set
