Observations on a class of nasty linear complementarity problems
نویسندگان
چکیده
منابع مشابه
A Class of Linear Complementarity Problems Solvable in Polynomial Time
We describe a “condition” number for the linear complementarity problem (LCP), which characterizes the degree of difficulty for its solution when a potential reduction algorithm is used. Consequently, we develop a class of LCPs solvable in polynomial time. The result suggests that the convexity (or positive semidefiniteness) of the LCP may not be the basic issue that separates LCPs solvable and...
متن کاملA class of polynomially solvable linear complementarity problems
Although the general linear complementarity problem (LCP) is NP-complete, there are special classes that can be solved in polynomial time. One example is the type where the defining matrix is nondegenerate and for which the n-step property holds. In this paper we consider an extension of the property to the degenerate case by introducing the concept of an extended n-step vector and matrix. It i...
متن کاملImproved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
متن کاملOn the equivalence of linear complementarity problems
We show that the Extended Linear Complementarity Problem (ELCP) can be recast as a standard Linear Complementarity Problem (LCP) provided that the surplus variables or the feasible set of the ELCP are bounded. Since many extensions of the LCP are special cases of the ELCP, this implies that these extensions can be rewritten as an LCP as well. Our equivalence proof is constructive and leads to t...
متن کاملMatrix Linear Complementarity Problems
We consider the expected residual minimization formulation of the stochastic R0 matrix linear complementarity problem. We show that the involved matrix being a stochastic R0 matrix is a necessary and sufficient condition for the solution set of the expected residual minimization problem to be nonempty and bounded. Moreover, local and global error bounds are given for the stochastic R0 matrix li...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Discrete Applied Mathematics
سال: 1980
ISSN: 0166-218X
DOI: 10.1016/0166-218x(80)90001-3