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On the Linear Complementarity Problem
Management Science, 1975Consider the linear complementarity problem given in the system: [Formula: see text] where, W, Z and q are vectors of dimension n. M is a matrix of order n × n and ZT is the transpose of Z. Any (Z, W) satisfying (1), (2), and (3) is a complementary feasible solution to system (I).
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Continuous linear complementarity problem
Journal of Optimization Theory and Applications, 1993zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Anderson, E. J., Aramendia, M.
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Integral Solutions of Linear Complementarity Problems
Mathematics of Operations Research, 1998We characterize the class of integral square matrices M having the property that for every integral vector q the linear complementarity problem with data M, q has only integral basic solutions. These matrices, called principally unimodular matrices, are those for which every principal nonsingular submatrix is unimodular. As a consequence, we show that
Cunningham, William H., Geelen, James F.
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Stochastic $R_0$ Matrix Linear Complementarity Problems
SIAM Journal on Optimization, 2007The authors consider the expected residual minimization method (ERM) for solving stochastic linear complementarity problems \[ x \geq 0 , ~~ M(\omega) x + q(\omega) \geq 0, ~~ x^T(M(\omega) x + q(\omega)) = 0 . \] This problem is transformed to a minimization problem \(\min G(x) \text{ s.t. } x \geq 0\). The study is based on the concept of stochastic \
Fang, Haitao +2 more
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SOLVING STRONGLY MONOTONE LINEAR COMPLEMENTARITY PROBLEMS
International Game Theory Review, 2013Given a linear transformation L on a finite dimensional real inner product space V to itself and an element q ∈ V we consider the general linear complementarity problem LCP (L, K, q) on a proper cone K ⊆ V. We observe that the iterates generated by any closed algorithmic map will converge to a solution for LCP (L, K, q), whenever L is strongly monotone.
A. CHANDRASHEKARAN +2 more
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The Generalized Order Linear Complementarity Problem
SIAM Journal on Matrix Analysis and Applications, 1994Summary: The generalized order linear complementarity problem (in the setting of a finite-dimensional vector lattice) is the problem of finding a solution to the piecewise-linear system \[ x\wedge (M_1 x+ q_1)\wedge (M_2 x+ q_2)\wedge\cdots\wedge (M_k x+ q_k)= 0, \] where \(M_i\)'s are linear transformations and \(q_i\)'s are vectors.
Gowda, M. Seetharama, Sznajder, Roman
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Integer Solution for Linear Complementarity Problem
Mathematics of Operations Research, 1998We consider the problem of finding an integer solution to a linear complementarity problem. We introduce the class I of matrices for which the corresponding linear complementarity problem has an integer complementary solution for every vector, q, for which it has a solution.
Chandrasekaran, R. +2 more
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Sparse Linear Complementarity Problems
2013In this paper, we study the sparse linear complementarity problem, denoted by k-LCP: the coefficient matrix has at most k nonzero entries per row. It is known that 1-LCP is solvable in linear time, while 3-LCP is strongly NP-hard. We show that 2-LCP is strongly NP-hard, while it can be solved in O(n 3 logn) time if it is sign-balanced, i.e., each row ...
Hanna Sumita +2 more
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Γ-robust linear complementarity problems
Optimization Methods and Software, 2020Complementarity problems are often used to compute equilibria made up of specifically coordinated solutions of different optimization problems.
Vanessa Krebs, Martin Schmidt
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Mediterranean Journal of Mathematics, 2005
In this paper, generalization of a vertical block linear complementarity problem associated with two different types of matrices, one of which is a square matrix and the other is a vertical block matrix, is proposed. The necessary and sufficient conditions for the existence of the solution of the generalized vertical block linear complementarity ...
Bidushi Chakraborty +2 more
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In this paper, generalization of a vertical block linear complementarity problem associated with two different types of matrices, one of which is a square matrix and the other is a vertical block matrix, is proposed. The necessary and sufficient conditions for the existence of the solution of the generalized vertical block linear complementarity ...
Bidushi Chakraborty +2 more
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