On the equivalence of linear complementarity problems

نویسندگان

  • Bart De Schutter
  • W. P. M. H. Heemels
  • Alberto Bemporad
چکیده

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 three possible numerical solution methods for a given ELCP: regular ELCP algorithms, mixed integer linear programming algorithms, and regular LCP algorithms.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Improved 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 کامل

Parametric Linear Complementarity Problems

We study linear complementarity problems depending on parameters in the right-hand side and (or) in the matrix. For the case that all elements of the right-hand side are independent parameters we give a new proof for the equivalence of three diierent important local properties of the corresponding solution set map in a neighbourhood of an element of its graph. For one-and multiparametric proble...

متن کامل

A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal Linear Complementarity Problem

In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.

متن کامل

Signature submanifolds for some equivalence problems

This article concerned on the study of signature submanifolds for curves under Lie group actions SE(2), SA(2) and for surfaces under SE(3). Signature submanifold is a regular submanifold which its coordinate components are differential invariants of an associated manifold under Lie group action, and therefore signature submanifold is a key for solving equivalence problems.

متن کامل

Corrector-predictor arc-search interior-point algorithm for $P_*(kappa)$-LCP acting in a wide neighborhood of the central path

In this paper, we propose an arc-search corrector-predictor interior-point method for solving $P_*(kappa)$-linear complementarity problems. The proposed algorithm searches the optimizers along an ellipse that is an approximation of the central path. The algorithm generates a sequence of iterates in the wide neighborhood of central path introduced by Ai and Zhang. The algorithm does not de...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Oper. Res. Lett.

دوره 30  شماره 

صفحات  -

تاریخ انتشار 2002