Generalized Linear Complementarityproblemsm
نویسنده
چکیده
It has been shown by Lemke that if a matrix is copositive plus on IR n , then feasibility of the corresponding Linear Complementarity Problem implies solvability. In this article we show, under suitable conditions, that feasibility of a Generalized Linear Complementarity Problem (i.e., deened over a more general closed convex cone in a real Hilbert Space) implies solvability whenever the operator is copositive plus on that cone. We show that among all closed convex cones in a nite dimensional real Hilbert Space, polyhedral cones are the only ones with the property that every copositive plus, feasible GLCP is solvable. We also prove a perturbation result for Generalized Linear Complementarity Problems.
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