Article ID: | iaor19971106 |
Country: | Netherlands |
Volume: | 71 |
Issue: | 3 |
Start Page Number: | 289 |
End Page Number: | 325 |
Publication Date: | Dec 1995 |
Journal: | Mathematical Programming (Series A) |
Authors: | De Moor Bart, De Schutter Bart |
Keywords: | linear complementarity |
In this paper the authors define the Extended Linear Complementarity Problem (ELCP), an extension of the well-known Linear Complementarity Problem (LCP). They show that the ELCP can be viewed as a kind of unifying framework for the LCP and its various generalizations. The authors study the general solution set of an ELCP and they develop an algorithm to find all its solutions. The authors also show that the general ELCP is an NP-hard problem.