THE GENERALIZED LINEAR COMPLEMENTARITY-PROBLEM AND AN ALGORITHM TO FIND ALL ITS SOLUTIONS

被引：27

作者：

DEMOOR, B

VANDENBERGHE, L

VANDEWALLE, J

机构：

[1] Department of Electrical Engineering, Katholieke Universiteit Leuven, Leuven

来源：

MATHEMATICAL PROGRAMMING | 1992年 / 57卷 / 03期

关键词：

LINEAR COMPLEMENTARITY; PIECEWISE LINEAR EQUATIONS; DOUBLE DESCRIPTION METHOD;

D O I：

10.1007/BF01581091

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

Motivated by a number of typical applications, a generalization of the classical linear complementarity problem is presented together with an algorithm to determine the complete solution set. The algorithm is based on the double description method for solving linear inequalities and succeeds in describing continuous as well as unbounded solution sets.

引用

页码：415 / 426

页数：12

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