Some Optimization Reformulations of the Extended Linear Complementarity Problem |
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Authors: | Michael V Solodov |
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Institution: | (1) Instituto de Matemática Pura e Aplicada, Estrada Dona Castorina 110, Jardim Botânico, Rio de Janeiro, RJ, 22460-320, Brazil |
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Abstract: | We consider the extended linear complementarity problem (XLCP) introduced by Mangasarian and Pang 22], of which the horizontal and vertical linear complementarity problems are two special cases. We give some new sufficient conditions for every stationary point of the natural bilinear program associated with XLCP to be a solution of XLCP. We further propose some unconstrained and bound constrained reformulations for XLCP, and study the properties of their stationary points under assumptions similar to those for the bilinear program. |
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Keywords: | complementarity problems bilinear program optimization reformulations |
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