Book Review: The linear complementarity problem
نویسندگان
چکیده
منابع مشابه
The extended linear complementarity problem
In this paper we define the Extended Linear Complementarity Problem (ELCP), an extension of the well-known Linear Complementarity Problem (LCP). We show that the ELCP can be viewed as a kind of unifying framework for the LCP and its various generalizations. We study the general solution set of an ELCP and we develop an algorithm to find all its solutions. We also show that the general ELCP is a...
متن کاملThe Extended Linear Complementarity Problem
We consider an extension of the horizontal linear complementarityproblem, 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 ...
متن کاملBi-linear Complementarity Problem
In this paper, we propose a new linear complementarity problem named as bi-linear complementarity problem (BLCP) and the method for solving BLCP. In addition, the algorithm for error estimation of BLCP is also given. Numerical experiments show that the algorithm is efficient. Keywords—Bi-linear complementarity problem, Linear complementarity problem, Extended linear complementarity problem, Err...
متن کاملLinear Complementarity Problem
In this paper, we present a new path-following interior-point algorithm for *( ) P κ -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, (1 ) log n O n κ ε + , which is as ...
متن کاملThe Linear Dynamic Complementarity Problem is a special case of the Extended Linear Complementarity Problem ∗
In this paper we consider some extensions of the Linear Complementarity Problem, which is one of the fundamental problems in mathematical programming. More specifically we consider the Linear Dynamic Complementarity Problem (LDCP), the Generalized Linear Complementarity Problem (GLCP) and the Extended Linear Complementarity Problem (ELCP). We show that the LDCP is a special case of the ELCP and...
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ژورنال
عنوان ژورنال: Bulletin of the American Mathematical Society
سال: 1993
ISSN: 0273-0979
DOI: 10.1090/s0273-0979-1993-00344-6