Unified approaches for solvable and unsolvable linear complementarity problems

M. M. Kostreva; Xiaoqi Yang

doi:10.1016/j.ejor.2003.06.014

Unified approaches for solvable and unsolvable linear complementarity problems

M. M. Kostreva, Xiaoqi Yang

Research output: Journal article publication › Journal article › Academic research › peer-review

12 Citations (Scopus)

Abstract

In this paper, general linear complementarity problems (LCPs) are studied via global optimization problems. In particular, unsolvable LCPs are reformulated as multicriteria optimization, minimax optimization and quadratic programming problems. The solvability and unsolvability of LCPs are obtained via these reformulations. Furthermore, first-order and second-order global optimality conditions of LCPs are derived. Some examples are also given to demonstrate these optimality conditions.

Original language	English
Pages (from-to)	409-417
Number of pages	9
Journal	European Journal of Operational Research
Volume	158
Issue number	2
DOIs	https://doi.org/10.1016/j.ejor.2003.06.014
Publication status	Published - 16 Oct 2004

Keywords

Linear complementarity problem
Minimax optimization
Multicriteria optimization
Quadratic programming

ASJC Scopus subject areas

Modelling and Simulation
Management Science and Operations Research
Information Systems and Management

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10.1016/j.ejor.2003.06.014

Cite this

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AB - In this paper, general linear complementarity problems (LCPs) are studied via global optimization problems. In particular, unsolvable LCPs are reformulated as multicriteria optimization, minimax optimization and quadratic programming problems. The solvability and unsolvability of LCPs are obtained via these reformulations. Furthermore, first-order and second-order global optimality conditions of LCPs are derived. Some examples are also given to demonstrate these optimality conditions.

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KW - Minimax optimization

KW - Multicriteria optimization

KW - Quadratic programming

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ER -

Unified approaches for solvable and unsolvable linear complementarity problems

Abstract

Keywords

ASJC Scopus subject areas

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