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.

We propose a homogeneous model for the class of mixed horizontal linear complementarity problems. The proposed homogeneous model is always solvable and provides the solution of the original problem if it exists, or a certificate of infeasibility otherwise. Our formulation preserves the sparsity of the original formulation and does not reduce to the homogeneous model of the equivalent standard l...

We introduce a new algorithm for the solution of the mixed complementarity problem (MCP) which has stronger properties than most existing methods. In fact, typical solution methods for the MCP either generate feasible iterates but have to solve relatively complicated subproblems (like quadratic programs or linear complementarity problems), or they have relatively simple subproblems (like linear...

In this paper we first present a mathematical programming problem, the Extended Linear Complementarity Problem (ELCP). Next we discuss how the ELCP can be used to solve some basic problems in the system theory for a class of discrete event systems that can be modeled using the max-plus algebra, which has maximization and addition as basic operations. Finally we show that the ELCP also appears i...

We show that the problem of finding a singular value decomposition of a matrix in the extended max algebra can be reformulated as an Extended Linear Complementarity Problem. This allows us to compute all the max-algebraic singular value decompositions of a matrix. This technique can also be used to calculate many other max-algebraic matrix decompositions.

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...

We present an overview of our research on the use of generalized linear complementarity problems (LCPs) for analysis of continuously variable systems and discrete event systems. We indicate how the Generalized LCP can be used to analyze piecewise-linear resistive electrical circuits. Next we discuss how the Extended LCP can be used to solve some fundamental problems that arise in max-algebraic ...

First we give a short description of the Extended Linear Complementarity Problem (ELCP), which is a mathematical programming problem. We briefly discuss how this problem can be used in the analysis of discrete event systems and continuous variable systems. Next we show that the ELCP can also be used to model and to analyze hybrid systems. More specifically, we consider a traffic-light-controlle...