Multiple-objective approximation of feasible but unsolvable linear complementarity problems |
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Authors: | G. Isac M. M. Kostreva M. M. Wiecek |
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Affiliation: | (1) Department of Mathematics, Royal Military College of Canada, Kingston, Ontario, Canada;(2) Department of Mathematical Sciences, Clemson University, Clemson, South, Carolina |
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Abstract: | Using a multiple-objective framework, feasible linear complementarity problems (LCPs) are handled in a unified manner. The resulting procedure either solves the feasible LCP or, under certain conditions, produces an approximate solution which is an efficient point of the associated multiple-objective problem. A mathematical existence theory is developed which allows both specialization and extension of earlier results in multiple-obkective programming. Two perturbation approaches to finding the closest solvable LCPs to a given unsolvable LCP are proposed. Several illustrative examples are provided and discussed. |
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Keywords: | Linear complementarity problems multiple-objective programming efficient points |
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