The basic theorem of complementarity revisited

The basic theorem of complementarity revisited

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Article ID: iaor19941859
Country: Netherlands
Volume: 58
Issue: 2
Start Page Number: 161
End Page Number: 177
Publication Date: Feb 1993
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: programming: mathematical
Abstract:

The basic theorem of (linear) complementarity was stated in a 1971 paper by B.C. Eaves who credited C.E. Lemke for giving a constructive proof based on his almost complementary pivot algorithm. This theorem asserts that associated with an arbitrary linear complementarity problem, a certain augmented problem always possesses a solution. Many well-known existence results pertaining to the linear complementarity problem are consequences of this fundamental theorem. In this paper, the authors explore some further implications of the basic theorem of complementarity and derive new existence results for the linear complementarity problem. Based on these results, conditions for the existence of a solution to a linear complementarity problem with a fully-semimonotone matrix are examined. The class of the linear complementarity problems with a G-matrix is also investigated.

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