THE EXTENDED LINEAR COMPLEMENTARITY-PROBLEM

We consider an extension of the horizontal linear complementarity prob lem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish various prop erties of this extended complementarity problem; these include the con vexity of the bilinear objective function under a monotonicity assumpt ion, the polyhedrality of the solution set of a monotone XLCP, and an error bound result for a nondegenerate XLCP. We also present a finite, sequential linear programming algorithm for solving the nonmonotone X LCP.