Title

Equivalence Between Different Formulations of the Linear Complementarity Problem

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

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