Equivalence between different formulations of the linear complementarity problem

Equivalence between different formulations of the linear complementarity problem

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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: , ,
Keywords: complementarity
Abstract:

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.

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