Abstract
It is shown that McCormick's second order sufficient optimality conditions are also necessary for a solution to a quadratic program to be locally unique and hence these conditions completely characterize a locally unique solution of any quadratic program. This result is then used to give characterizations of a locally unique solution to the linear complementarity problem. Sufficient conditions are also given for local uniqueness of solutions of the nonlinear complementarity problem.
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Research supported by National Science Foundation Grant MCS74-20584 A02.
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Mangasarian, O.L. Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems. Mathematical Programming 19, 200–212 (1980). https://doi.org/10.1007/BF01581641
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DOI: https://doi.org/10.1007/BF01581641