Article ID: | iaor20003701 |
Country: | Netherlands |
Volume: | 13 |
Issue: | 1/2/3 |
Start Page Number: | 187 |
End Page Number: | 200 |
Publication Date: | Apr 1999 |
Journal: | Computational Optimization and Applications |
Authors: | Solodov Michael V. |
Keywords: | complementarity |
We consider the extended linear complementarity problem (XLCP) introduced by Mangasarian and Pang, of which the horizontal and vertical linear complementarity problems are two special cases. We give some new sufficient conditions for every stationary point of the natural bilinear program associated with XLCP to be a solution of XLCP. We further propose some unconstrained and bound constrained reformulations for XLCP, and study the properties of their stationary points under assumptions similar to those for the bilinear program.