Author:

Keywords:

linear complementarity problem, generalized linear complementarity problem, double description method, algorithm, SISTA, Science & Technology, Technology, Physical Sciences, Computer Science, Software Engineering, Operations Research & Management Science, Mathematics, Applied, Computer Science, Mathematics, ALGORITHM, 0102 Applied Mathematics, 0103 Numerical and Computational Mathematics, 0802 Computation Theory and Mathematics, Operations Research, 4613 Theory of computation, 4901 Applied mathematics, 4903 Numerical and computational mathematics

Abstract:

In this paper we define the Extended Linear Complementarity Problem (ELCP), an extension of the well-known Linear Complementarity Problem (LCP). We show that the ELCP can be viewed as a kind of unifying framework for the LCP and its various generalizations. We study the general solution set of an ELCP and we develop an algorithm to find all its solutions. We also show that the general ELCP is an NP-hard problem.