Total dual integrality of the linear complementarity problem

Hanna Sumita, Naonori Kakimura, Kazuhisa Makino

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

In this paper, we introduce total dual integrality of the linear complementarity problem (LCP) by analogy with the linear programming problem. The main idea of defining the notion is to propose the LCP with orientation, a variant of the LCP whose feasible complementary cones are specified by an additional input vector. Then we naturally define the dual problem of the LCP with orientation and total dual integrality of the LCP. We show that if the LCP is totally dual integral, then all basic solutions are integral. If the input matrix is sufficient or rank-symmetric, and the LCP is totally dual integral, then our result implies that the LCP always has an integral solution whenever it has a solution. We also introduce a class of matrices such that any LCP instance having the matrix as a coefficient matrix is totally dual integral. We investigate relationships between matrix classes in the LCP literature such as principally unimodular matrices. Principally unimodular matrices are known that all basic solutions to the LCP are integral for any integral input vector. In addition, we show that it is coNP-hard to decide whether a given LCP instance is totally dual integral.

Original languageEnglish
Pages (from-to)1-23
Number of pages23
JournalAnnals of Operations Research
DOIs
Publication statusAccepted/In press - 2018 Jun 14

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Linear complementarity problem
Integral
Linear programming
Coefficients
Dual problem

Keywords

  • Linear complementarity problem
  • Principal unimodularity
  • Total dual integrality

ASJC Scopus subject areas

  • Decision Sciences(all)
  • Management Science and Operations Research

Cite this

Total dual integrality of the linear complementarity problem. / Sumita, Hanna; Kakimura, Naonori; Makino, Kazuhisa.

In: Annals of Operations Research, 14.06.2018, p. 1-23.

Research output: Contribution to journalArticle

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