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: | Ebiefung Aniekan |
Keywords: | programming: multiple criteria |
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.