On the equivalence of linear complementarity problems
On the equivalence of linear complementarity problems
复制标题
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
中科院分区:
文献类型:
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作者:
B. D. Schuttera;W. P. M. H. Heemelsb;A. Bemporadc
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.