The generalized linear complementarity problem and an algorithm to find all its solutions

The generalized linear complementarity problem and an algorithm to find all its solutions

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Article ID: iaor19931995
Country: Netherlands
Volume: 57
Issue: 3
Start Page Number: 415
End Page Number: 426
Publication Date: Dec 1992
Journal: Mathematical Programming (Series A)
Authors: , ,
Keywords: linear complementarity
Abstract:

Motivated by a number of typical applications, a generalization of the classical linear complementarity problem is presented together with an algorithm to determine the complete solution set. The algorithm is based on the double description method for solving linear inequalities and succeeds in describing continuous as well as unbounded solution sets.

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