The Extended Linear Complementarity Problem
نویسندگان
چکیده
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 monotone XLCP, and an error bound result for a nondegenerate XLCP. We also present a nite, sequential linear programming algorithm for solving the nonmonotone XLCP.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 16 شماره
صفحات -
تاریخ انتشار 1995