Equivalence Between Different Formulations of the Linear Complementarity Problem

Authors

Mihai Anitescu, University of IowaFollow
Goran Lesaja, Georgia Southern UniversityFollow
Florian A. Potra, University of IowaFollow

Document Type

Article

Publication Date

1997

Publication Title

Optimization Methods and Software

DOI

10.1080/10556789708805657

ISSN

1029-4937

Abstract

One shows that different formulations of the linear complementarity problem (LCP), such as the horizontal LCP, the mixed LCP and the geometric LCP can be transformed into a standard LCR The P*(k)-property (a more general property than monotonicity) of the corresponding formulations as well as the convergence properties of a large class of interior-point algorithms are invariant with respect to the transformations. Therefore it is sufficient to study the algorithms only for the standard LCP

Recommended Citation

Anitescu, Mihai, Goran Lesaja, Florian A. Potra. 1997. "Equivalence Between Different Formulations of the Linear Complementarity Problem." Optimization Methods and Software, 7 (3-4): 265-290. doi: 10.1080/10556789708805657
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/580