Nonlinear mappings associated with the generalized linear complementarity problem

Nonlinear mappings associated with the generalized linear complementarity problem

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Article ID: iaor19971100
Country: Netherlands
Volume: 69
Issue: 2
Start Page Number: 255
End Page Number: 268
Publication Date: Aug 1995
Journal: Mathematical Programming (Series A)
Authors:
Keywords: programming: multiple criteria
Abstract:

The paper shows that the Cottle-Dantzig generalized linear complementarity problem (GLCP) is equivalent to a nonlinar complementarity problem, a piecewise linear system of equations, a multiple objective programming problem, and a variational inequalities problem. On the basis of these equivalences, it provides an algorithm for solving problem GLCP.

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