The Generalized Order Linear Complementarity Problem
- 1 July 1994
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Matrix Analysis and Applications
- Vol. 15 (3) , 779-795
- https://doi.org/10.1137/s0895479892237859
Abstract
The generalized order linear complementarity problem (in the setting of a finite dimensional vector lattice) is the problem of finding a solution to the piecewise-linear system \[ x \wedge ( M_1 x + q_1 ) \wedge ( M_2 x + q_2 ) \wedge \cdots \wedge ( M_k x + q_k ) = 0, \] where $M_i $’s are linear transformations and $q_i $’s are vectors. This problem is equivalent to the generalized linear complementarity problem considered by Cottle and Dantzig [J. Combin. Theory, 8 (1970), pp. 79–90.]. Using degree theory, a comprehensive analysis of existence, uniqueness, and stability aspects of this problem is presented.
Keywords
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