THE EXTENDED LINEAR COMPLEMENTARITY-PROBLEM

被引：62

作者：

MANGASARIAN, OL ^{[1
]}

PANG, JS ^{[1
]}

机构：

[1] JOHNS HOPKINS UNIV,DEPT MATH SCI,BALTIMORE,MD 21218

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1995年 / 16卷 / 02期

关键词：

COMPLEMENTARITY PROBLEMS; MONOTONICITY; ERROR BOUND; BILINEAR PROGRAM;

D O I：

10.1137/S0895479893262734

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：359 / 368

页数：10

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