Minimum principles and error bounds for monotone linear complementarity problems (I)

Minimum principles and error bounds for monotone linear complementarity problems (I)

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Article ID: iaor19981915
Country: China
Volume: 15
Issue: 3
Start Page Number: 279
End Page Number: 285
Publication Date: Jul 1995
Journal: Journal of Systems Science and Applied Sciences
Authors: , ,
Keywords: complementarity
Abstract:

The main results in this paper (I) can be summarized into the following two parts: (1) A type of minimum principle is presented for a monotone linear complementarity problem (MLCP) based on Ferris and Mangasarian, and an algorithm is proposed to find all the solutions for an MLCP in a finite number of steps. (2) A necessary and sufficient condition is derived to characterize the set of all the solutions of an MLCP via the constraints set and the gradient at a solution.

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