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The generalized linear complementarity problem and an algorithm to find all its solutions

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Abstract

Motivated by a number of typical applications, a generalization of the classicallinear complementarity problem is presented together with an algorithm to determine the complete solution set. The algorithm is based on the double description method for solving linear inequalities and succeeds in describing continuous as well as unbounded solution sets.

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Dr. De Moor is Research Associate and L. Vandenberghe is Research Assistant of the Belgian National Fund for Scientific Research (NFWO). The results presented in this paper have been obtained within the framework of the Belgian Program on Concerted Research Actions and on the Interuniversity Attraction Poles initiated by the Belgian State, Prime Minister's Office, Science Policy Programming. The scientific responsibility rests with the authors.

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De Moor, B., Vandenberghe, L. & Vandewalle, J. The generalized linear complementarity problem and an algorithm to find all its solutions. Mathematical Programming 57, 415–426 (1992). https://doi.org/10.1007/BF01581091

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  • DOI: https://doi.org/10.1007/BF01581091

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