Reference
B. De Schutter and B. De Moor, "The extended linear complementarity problem,"
Mathematical Programming, vol. 71, no. 3, pp. 289-325,
Dec. 1995.
Abstract
In this paper we define the Extended Linear Complementarity Problem (ELCP), an
extension of the well-known Linear Complementarity Problem (LCP). We show that
the ELCP can be viewed as a kind of unifying framework for the LCP and its
various generalizations. We study the general solution set of an ELCP and we
develop an algorithm to find all its solutions. We also show that the general
ELCP is an NP-hard problem.
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BibTeX
@article{DeSDeM:93-69,
author = {De Schutter, Bart and De Moor, Bart},
title = {The Extended Linear Complementarity Problem},
journal = {Mathematical Programming},
volume = {71},
number = {3},
pages = {289--325},
month = dec,
year = {1995}
}