Article ID: | iaor20002415 |
Country: | United States |
Volume: | 7 |
Issue: | 3/4 |
Start Page Number: | 265 |
End Page Number: | 290 |
Publication Date: | Mar 1997 |
Journal: | Optimization Methods & Software |
Authors: | Anitescu M., Lesaja G., Potra F.A. |
Keywords: | complementarity |
One shows that different formulations of the linear complementarity problem (LCP), such as the horizontal LCP, the mixed LCP and the geometric LCP can be transformed into a standard LCP. The P*(kappa)-property (a more general property than monotonicity) of the corresponding formulations as well as the convergence properties of a large class of interior-point algorithms are invariant with respect to the transformations. Therefore it is sufficient to study the algorithms only for the standard LCP.