On the Lipschitz continuity of the solution map in semidefinite linear complementarity problems

On the Lipschitz continuity of the solution map in semidefinite linear complementarity problems

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Article ID: iaor20061350
Country: United States
Volume: 30
Issue: 2
Start Page Number: 462
End Page Number: 471
Publication Date: May 2005
Journal: Mathematics of Operations Research
Authors: , , ,
Keywords: complementarity, programming (semidefinite)
Abstract:

In this paper, we investigate the Lipschitz continuity of the solution map in semidefinite linear complementarity problems. For a monotone linear transformation defined on the space of real symmetric n × n matrices, we show that the Lipschitz continuity of the solution map implies the globally uniquely solvable (GUS)-property. For Lyapunov transformations with the Q-property, we prove that the Lipschitz continuity of the solution map is equivalent to the strong monotonicity property. For the double-sided multiplicative transformations, we show that the Lipschitz continuity of the solution map implies the GUS-property.

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