TY - JOUR
T1 - Sufficient matrices and the linear complementarity problem
AU - Cottle, R. W.
AU - Pang, J. S.
AU - Venkateswaran, V.
N1 - Funding Information:
‘Research partially supported by the National Science Foundation Grant DMS-8420823, U.S. Department of Energy Grant GEFGO387ER25028, and Office of Naval Research Contract
Funding Information:
2Research partially supported by the National Science Foundation Grant ECS-8644098.
PY - 1989
Y1 - 1989
N2 - We pose and answer two questions about solutions of the linear complementarity problem (LCP). The first question is concerned with the conditions on a matrix M which guarantee that for every vector q, the solutions of the LCP (q, M) are identical to the Karush-Kuhn-Tucker points of the natural quadratic program associated with (q, M). In answering this question we introduce the class of "row sufficient" matrices. The transpose of such a matrix is what we call "column sufficient". The latter matrices turn out to furnish the answer to our second question, which asks for the conditions on M under which the solution set of (q, M) is convex for every q. In addition to these two main results, we discuss the connections of these twonew matrix classes with other well-known matrix classes in linear complementarity theory.
AB - We pose and answer two questions about solutions of the linear complementarity problem (LCP). The first question is concerned with the conditions on a matrix M which guarantee that for every vector q, the solutions of the LCP (q, M) are identical to the Karush-Kuhn-Tucker points of the natural quadratic program associated with (q, M). In answering this question we introduce the class of "row sufficient" matrices. The transpose of such a matrix is what we call "column sufficient". The latter matrices turn out to furnish the answer to our second question, which asks for the conditions on M under which the solution set of (q, M) is convex for every q. In addition to these two main results, we discuss the connections of these twonew matrix classes with other well-known matrix classes in linear complementarity theory.
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U2 - 10.1016/0024-3795(89)90463-1
DO - 10.1016/0024-3795(89)90463-1
M3 - Article
AN - SCOPUS:0001456864
SN - 0024-3795
VL - 114-115
SP - 231
EP - 249
JO - Linear Algebra and Its Applications
JF - Linear Algebra and Its Applications
IS - C
ER -