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Mathematical Programming

, Volume 71, Issue 3, pp 289–325 | Cite as

The extended linear complementarity problem

  • Bart De Schutter
  • Bart De Moor
Article

Abstract

In this paper we define the Extended Linear Complementarity Problem (ELCP), an extension of the well-known Linear Complementarity Problem (LCP). We show that the ELCP can be viewed as a kind of unifying framework for the LCP and its various generalizations. We study the general solution set of an ELCP and we develop an algorithm to find all its solutions. We also show that the general ELCP is an NP-hard problem.

Keywords

Linear complementarity problem Generalized linear complementarity problem Double description method 

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Copyright information

© The Mathematical Programming Society, Inc. 1995

Authors and Affiliations

  • Bart De Schutter
    • 1
  • Bart De Moor
    • 1
  1. 1.ESAT — Katholieke Universiteit LeuvenLeuvenBelgium

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