A generalization of the linear complementarity problem

Cottle, Richard W.
Dantzig, George B.

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Publication date

January 1970

DOI

10.1016/S0021-9800(70)80010-2

Publisher

Published by Elsevier Inc.

Abstract

AbstractThe linear complementarity problem: find z∈Rp satisfying w=q+Mzw⩾0,z⩾0(LCP)zTw=0 is generalized to a problem in which the matrix M is not square. A solution technique similar to C. E. Lemke's (1965) method for solving (LCP) is given. The method is discussed from a graph-theoretic viewpoint and closely parallels a proof of Sperner's lemma by D. I. A. Cohen (1967) and some work of H. Scarf (1967) on approximating fixed points of a continuous mapping of a simplex into itself

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A generalization of the linear complementarity problem

Abstract

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A generalization of the linear complementarity problem

Abstract

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