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Equivaence between different formulations of the linear complementarity promblem

 

作者: Mihai anitescu,   Goran Lesaja,   FlorianA. Potra,  

 

期刊: Optimization Methods and Software  （Taylor Available online 1997）
卷期: Volume 7, issue 3-4  

页码: 265-290

 

ISSN:1055-6788

 

年代: 1997

 

DOI:10.1080/10556789708805657

 

出版商: Gordon and Breach Science Publishers

 

关键词: Linear Complementarity Problem;Equivalence;P*Matrices;Infeasible-Interior-Point Algorithm;Polynomiality;Quadratic Convergence

 

数据来源: Taylor

 

摘要:

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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