On quasi-solution to infeasible linear complementarity problem obtained by Lemke’s method

L. Popov

Open Mathematics (2004)

  • Volume: 2, Issue: 1, page 76-86
  • ISSN: 2391-5455

Abstract

top
For a linear complementarity problem with inconsistent system of constraints a notion of quasi-solution of Tschebyshev type is introduced. It’s shown that this solution can be obtained automatically by Lemke’s method if the constraint matrix of the original problem is copositive plus or belongs to the intersection of matrix classes P 0 and Q 0.

How to cite

top

L. Popov. "On quasi-solution to infeasible linear complementarity problem obtained by Lemke’s method." Open Mathematics 2.1 (2004): 76-86. <http://eudml.org/doc/268770>.

@article{L2004,
abstract = {For a linear complementarity problem with inconsistent system of constraints a notion of quasi-solution of Tschebyshev type is introduced. It’s shown that this solution can be obtained automatically by Lemke’s method if the constraint matrix of the original problem is copositive plus or belongs to the intersection of matrix classes P 0 and Q 0.},
author = {L. Popov},
journal = {Open Mathematics},
keywords = {65K05; 90C20; 90C49},
language = {eng},
number = {1},
pages = {76-86},
title = {On quasi-solution to infeasible linear complementarity problem obtained by Lemke’s method},
url = {http://eudml.org/doc/268770},
volume = {2},
year = {2004},
}

TY - JOUR
AU - L. Popov
TI - On quasi-solution to infeasible linear complementarity problem obtained by Lemke’s method
JO - Open Mathematics
PY - 2004
VL - 2
IS - 1
SP - 76
EP - 86
AB - For a linear complementarity problem with inconsistent system of constraints a notion of quasi-solution of Tschebyshev type is introduced. It’s shown that this solution can be obtained automatically by Lemke’s method if the constraint matrix of the original problem is copositive plus or belongs to the intersection of matrix classes P 0 and Q 0.
LA - eng
KW - 65K05; 90C20; 90C49
UR - http://eudml.org/doc/268770
ER -

References

top
  1. [1] C.E. Lemke, J.T. Howson: “Equilibrium points of bimatrix games”, SIAM Review., Vol. 12, (1964), pp. 45–78. Zbl0128.14804
  2. [2] R.W. Cottle, G.B. Dantzig: “Complementarity pivote theory of mathematical programming”, Linear Algebra and its Applications, Vol. 1, (1968), pp. 103–125. http://dx.doi.org/10.1016/0024-3795(68)90052-9 
  3. [3] B.C. Eaves: “The linear complementarity problem”, Management Science., Vol. 17, (1971), pp. 612–634. http://dx.doi.org/10.1287/mnsc.17.9.612 Zbl0228.15004
  4. [4] M. Aganagic, R.W. Cottle: “A constructive characterization of Q 0-matrices with nonnegative principal minors”, Math. Programming., Vol. 37, (1987), pp. 223–231. Zbl0618.90091
  5. [5] R.W. Cottle, J.S. Pang, R.E. Stone: The Linear Complementarity Problem, Academic Press, Boston, 1992. 
  6. [6] O.L. Managasarian: “The ill-posed linear complementarity problem”, In: M.C. Ferris, J.S. Pang: Complementarity and variational problems: State of the Art, SIAM Publications, Philadelphia, PA, 1997, pp. 226–233. 
  7. [7] I.I. Eremin: Theory of Linear Optimization, Inverse and Ill-Posed Problems Series. VSP. Utrecht, Boston, Koln, Tokyo, 2002. 
  8. [8] I.I. Eremin, Vl.D. Mazurov, N.N. Astaf’ev: Improper Problems of Linear and Convex Programming, Nauka, Moscow. 1983. (in Russian) 
  9. [9] Y. Fan, S. Sarkar, and L. Lasdon: “Experiments with successive quadratic programming algorithms”, J. Optim. Theory Appl., VOl. 56, (1988), pp. 359–383. http://dx.doi.org/10.1007/BF00939549 Zbl0619.90056
  10. [10] P.E. Gill, W. Murray, A.M. Saunders: “SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization”, SIAM Journal on Optimization, Vol. 12, (2002), pp. 979–1006. http://dx.doi.org/10.1137/S1052623499350013 Zbl1027.90111
  11. [11] G. Isac, M.M. Kostreva, M.M. Wiecek: “Multiple objective approximation of feasible but unsolvable linear complementarity problems”, Journal of Optimization Theory and Applications, Vol. 86, (1995), pp. 389–405. http://dx.doi.org/10.1007/BF02192086 Zbl0838.90120
  12. [12] L.D. Popov: “On the approximative roots of maximal monotone mapping”, Yugoslav Journal of Operations Research, Vol. 6, (1996), pp. 19–32. Zbl0851.65043

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.