Abstract
An equivalence is demonstrated between solving a linear complementarity problem with general data and finding a certain subset of the efficient points of a multiple objective programming problem. A new multiple objective programming based approach to solving linear complementarity problems is presented. Results on existence, uniqueness and computational complexity are included.
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Kostreva, M.M., Wiecek, M.M. Linear complementarity problems and multiple objective programming. Mathematical Programming 60, 349–359 (1993). https://doi.org/10.1007/BF01580619
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DOI: https://doi.org/10.1007/BF01580619