Linear Complementarity Systems

Abstract
We introduce a new class of dynamical systems called "linear complementarity systems." The time evolution of these systems consists of a series of continuous phases separated by "events" which cause a change in dynamics and possibly a jump in the state vector. The occurrence of events is governed bycertain inequalities similar to those appearing in the linear complementarity problem of mathematical programming. The framework we describe is suitable for certain situations in which both differential equations and inequalities playa role; for instance, in mechanics, electrical networks, piecewise linear systems, and dynamic optimization. We present a precise definition of the solution concept of linear complementaritysy stems and give sufficient conditions for existence and uniqueness of solutions.

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