Some optimization reformulations of the extended linear complementarity problem

Authors
Citation
Mv. Solodov, Some optimization reformulations of the extended linear complementarity problem, COMPUT OP A, 13(1-3), 1999, pp. 187-200
Citations number
34
Categorie Soggetti
Engineering Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN journal
09266003 → ACNP
Volume
13
Issue
1-3
Year of publication
1999
Pages
187 - 200
Database
ISI
SICI code
0926-6003(199904)13:1-3<187:SOROTE>2.0.ZU;2-J
Abstract
We consider the extended linear complementarity problem (XLCP) introduced b y Mangasarian and Pang [22], of which the horizontal and vertical linear co mplementarity problems are two special cases. We give some new sufficient c onditions for every stationary point of the natural bilinear program associ ated with XLCP to be a solution of XLCP. We further propose some unconstrai ned and bound constrained reformulations for XLCP, and study the properties of their stationary points under assumptions similar to those for the bili near program.