In this paper we consider some extensions of the Linear Complementarity Problem, which is one of the fundamental problems in mathematical programming. More specifically we consider the Linear Dynamic Complementarity Problem (LDCP), the Generalized Linear Complementarity Problem (GLCP) and the Extended Linear Complementarity Problem (ELCP). We show that the LDCP is a special case of the ELCP and...

We study several properties of a homotopy solution mapping, based on Zhang and Zhang's homotopy formulation, for continuous nonlinear complementarity problems with such non-monotone maps as quasi-monotone, E 0-, and exceptional regular functions. For these classes of complementarity problems, we establish several suucient conditions to assure the nonemptyness and boundedness of the homotopy sol...

An example of SDPs (semide nite programs) exhibits a substantial di culty in proving the superlinear convergence of a direct extension of the Mizuno-Todd-Ye type predictorcorrector primal-dual interior-point method for LPs (linear programs) to SDPs, and suggests that we need to force the generated sequence to converge to a solution tangentially to the central path (or trajectory). A Mizuno-Todd...

Several papers have appeared recently establishing the analyticity of the central path at the boundary point for both linear programming (LP) and linear complementarity problems (LCP). While the proofs for LP are long, proceeding from limiting properties of the corresponding derivatives, the proofs for LCP are very simple, consisting of an application of the implicit function theorem to a certa...

We study the continuous trajectories for solving monotone nonlinear mixed complementarity problems over symmetric cones. While the analysis in [5] depends on the optimization theory of convex log-barrier functions, our approach is based on the paper of Monteiro and Pang [17], where a vast set of conclusions concerning continuous trajectories is shown for monotone complementarity problems over t...

Abstract. This paper provides convergence analysis of regularized time-stepping methods for the differential variational inequality (DVI), which consists of a system of ordinary differential equations and a parametric variational inequality (PVI) as the constraint. The PVI often has multiple solutions at each step of a time-stepping method and it is hard to choose an appropriate solution for gu...

The extended linear complementarity problem and linear complementary-slackness systems * B. De Schutter If you want to cite this report, please use the following reference instead: B. De Schutter, " The extended linear complementarity problem and linear complementary-slackness systems, "

An interior point method (IPM) defines a search direction at an interior point of the feasible region. These search directions form a direction field which in turn defines, as the unique solution of a system of ordinary differential equations (ODEs), a curve passing through any interior point. We call such curves off-central paths (the central path is trivial for analysis; our concern is off-ce...