The equivalence of an LCP to a parametric linear program with a scalar parameter

The equivalence of an LCP to a parametric linear program with a scalar parameter

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Article ID: iaor1993755
Country: Netherlands
Volume: 51
Issue: 3
Start Page Number: 367
End Page Number: 386
Publication Date: Apr 1991
Journal: European Journal of Operational Research
Authors:
Abstract:

In this paper, solving a linear complementarity problem is shown to be equivalent to solving a parametric linear program with a scalar parameter. It is also shown that a well-known characterization of the solution to the linear complementarity problem is equivalent to the conditions required to solve the parametric linear program, so that this specification becomes a constructive restatement of those conditions. Some computational results are also given.

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