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Existence and uniqueness of solutions for the generalized linear complementarity problem
Authors:G. J. Habetler  B. P. Szanc
Affiliation:(1) Mathematical Sciences Department, Rensselaer Polytechnic Institute, Troy, New York;(2) Department of Mathematics, Maryville University, St. Louis, Missouri
Abstract:Cottle and Dantzig (Ref. 1) showed that the generalized linear complementarity problem has a solution for anyqisinRm ifM is a vertical blockP-matrix of type (m1,...,mn). They also extended known characterizations of squareP-matrices to vertical blockP-matrices.Here we show, using a technique similar to Murty's (Ref. 2), that there exists a unique solution for anyqisinRm if and only ifM is a vertical blockP-matrix of type (m1,...,mn). To obtain this characterization, we employ a generalization of Tucker's theorem (Ref. 3) and a generalization of a theorem initially introduced by Gale and Nikaido (Ref. 4).
Keywords:Linear complementarity problems  generalized linear complementarity  P-matrices  Tucker's theorem
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