Some Optimization Reformulations of the Extended Linear Complementarity Problem

被引:0
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作者
Michael V. Solodov
机构
[1] Instituto de Matemática Pura e Aplicada,
关键词
complementarity problems; bilinear program; optimization reformulations;
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摘要
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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页码:187 / 200
页数:13
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