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A Unified Framework for a Class of Mathematical Programming Problems

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Mathematical Programming and Game Theory

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Abstract

In this chapter, we study various mathematical programming problems in a common framework known as linear complementarity problem. Solving a linear complementarity problem depends on the properties of its underlying matrix class. In this chapter, we discuss matrix theoretic properties of some recent matrix classes encountered in linear complementarity literature and its processability using Lemke’s algorithm.

This work was supported by SERB Grant.

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Acknowledgements

The authors would like to thank the anonymous referees for their constructive suggestions, which considerably improve the overall presentation of the chapter. The first author wants to thank the Science and Engineering Research Board, DST, Government of India for financial support for this research.

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  1. Indian Statistical Institute, 7 S. J. S Sansanwal Marg, New Delhi, 110016, India

    Dipti Dubey & S. K. Neogy

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  1. Dipti Dubey
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  2. S. K. Neogy
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Correspondence to Dipti Dubey .

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  1. Indian Statistical Institute, New Delhi, India

    S.K. Neogy

  2. Indian Statistical Institute, New Delhi, India

    Ravindra B. Bapat

  3. Indian Statistical Institute, New Delhi, India

    Dipti Dubey

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Dubey, D., Neogy, S.K. (2018). A Unified Framework for a Class of Mathematical Programming Problems. In: Neogy, S., Bapat, R., Dubey, D. (eds) Mathematical Programming and Game Theory. Indian Statistical Institute Series. Springer, Singapore. https://doi.org/10.1007/978-981-13-3059-9_1

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