Reference
B. De Schutter,
W. P. M. H.
Heemels, and A. Bemporad, "On the equivalence of linear complementarity
problems,"
Operations Research Letters, vol. 30, no. 4,
pp. 211-222, Aug. 2002.
Abstract
We show that the Extended Linear Complementarity Problem (ELCP) can be recast
as a standard Linear Complementarity Problem (LCP) provided that the surplus
variables or the feasible set of the ELCP are bounded. Since many extensions of
the LCP are special cases of the ELCP, this implies that these extensions can
be rewritten as an LCP as well. Our equivalence proof is constructive and leads
to three possible numerical solution methods for a given ELCP: regular ELCP
algorithms, mixed integer linear programming algorithms, and regular LCP
algorithms.
Publisher page
Downloads
BibTeX
@article{DeSHee:00-15,
author = {De Schutter, Bart and Heemels, W. P. M. H. and Bemporad,
Alberto},
title = {On the Equivalence of Linear Complementarity Problems},
journal = {Operations Research Letters},
volume = {30},
number = {4},
pages = {211--222},
month = aug,
year = {2002}
}