On the equivalence of linear complementarity problems

On the equivalence of linear complementarity problems
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关于线性互补问题的等价性

DOI:
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发表时间:
2002
期刊:
影响因子:
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通讯作者:
A. Bemporadc
A. Bemporadc
中科院分区:
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文献类型:
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作者:
B. D. Schuttera;W. P. M. H. Heemelsb;A. Bemporadc

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我们证明了扩展线性互补问题(ELCP)可以被改写为一个标准的线性互补问题(LCP),只要ELCP的剩余变量或可行集是有界的。由于LCP的许多扩展是ELCP的特殊情况,这意味着这些扩展也可以重写为LCP。我们的等价性证明是建设性的,并为给定的ELCP提供了三种可能的数值求解方法:常规ELCP算法、混合整数线性规划算法和常规LCP算法。c © 2002 Elsevier Science B.V.保留所有权利。
We show that the Extended Linear Complementarity Problem (ELCP) can be recast as a standard Linear Complementarity Problem (LCP) provided that the surplus variables or the feasible set of the ELCP are bounded. Since many extensions of the LCP are special cases of the ELCP, this implies that these extensions can be rewritten as an LCP as well. Our equivalence proof is constructive and leads to three possible numerical solution methods for a given ELCP: regular ELCP algorithms, mixed integer linear programming algorithms, and regular LCP algorithms. c © 2002 Elsevier Science B.V. All rights reserved.