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...

Abstract: Our purpose of this paper is to solve a class of stochastic linear complementarity problems (SLCP) with finitely many elements. Based on a new stochastic linear complementarity problem function, a new semi-smooth least squares reformulation of the stochastic linear complementarity problem is introduced. For solving the semi-smooth least squares reformulation, we propose a feasible non...

An infeasible interior-point algorithm for solving the$P_*$-matrix linear complementarity problem based on a kernelfunction with trigonometric barrier term is analyzed. Each (main)iteration of the algorithm consists of a feasibility step andseveral centrality steps, whose feasibility step is induced by atrigonometric kernel function. The complexity result coincides withthe best result for infea...