Some n by dn linear complementarity problems

Ikuyo Kaneko, Jong Shi Pang

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

The purpose of this paper is to study some recent applications of the n by dn LCP solvable by a parametric principal pivoting algorithm (PPP algorithm). Often, the LCPs arising from these applications give rise to large systems of linear equations which can be solved fairly efficiently by exploiting their special structures. First, it is shown that by analyzing the n by dn LCP we could study the problem of solving a system of equations and the (nonlinear) complementarity problem when the function involved is separable. Next, we examine conditions under which the PPP algorithm is applicable to a general LCP, and then present examples of LCPs arising from various applications satisfying the conditions; included among them is the n by dn LCP with a certain P-property. Finally we study a special class of n by dn LCPs which do not possess the P-property but to which the PPP algorithm is still applicable; a major application of this class of problems is a certain economic spatial equilibrium model with piecewise linear prices.

Original languageEnglish
Pages (from-to)297-319
Number of pages23
JournalLinear Algebra and Its Applications
Volume34
Issue numberC
DOIs
Publication statusPublished - 1980 Dec

ASJC Scopus subject areas

  • Algebra and Number Theory
  • Numerical Analysis
  • Geometry and Topology
  • Discrete Mathematics and Combinatorics

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