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: | Patrizi Giacomo |
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.