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The extended linear complementarity problem

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Abstract

In this paper we define the Extended Linear Complementarity Problem (ELCP), an extension of the well-known Linear Complementarity Problem (LCP). We show that the ELCP can be viewed as a kind of unifying framework for the LCP and its various generalizations. We study the general solution set of an ELCP and we develop an algorithm to find all its solutions. We also show that the general ELCP is an NP-hard problem.

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Authors and Affiliations

  1. ESAT — Katholieke Universiteit Leuven, Kardinaal Mercierlaan 94, B-3001, Leuven, Belgium

    Bart De Schutter & Bart De Moor

Authors
  1. Bart De Schutter
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  2. Bart De Moor
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Additional information

This paper presents research results of the Belgian programme on interuniversity attraction poles (IUAP-50) initiated by the Belgian State, Prime Minister's Office for Science, Technology and Culture. The scientific responsibility is assumed by its authors.

Supported by the N.F.W.O. (Belgian National Fund for Scientific Research).

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De Schutter, B., De Moor, B. The extended linear complementarity problem. Mathematical Programming 71, 289–325 (1995). https://doi.org/10.1007/BF01590958

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  • DOI: https://doi.org/10.1007/BF01590958

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