Abstract
We show that the Cottle—Dantzig generalized linear complementarity problem (GLCP) is equivalent to a nonlinear complementarity problem (NLCP), a piecewise linear system of equations (PLS), a multiple objective programming problem (MOP), and a variational inequalities problem (VIP). On the basis of these equivalences, we provide an algorithm for solving problem GLCP.
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Project partially supported by a grant from Oak Ridge Associated Universities, TN, USA.
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Ebiefung, A. Nonlinear mappings associated with the generalized linear complementarity problem. Mathematical Programming 69, 255–268 (1995). https://doi.org/10.1007/BF01585560
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DOI: https://doi.org/10.1007/BF01585560