Abstract
Using a multiple-objective framework, feasible linear complementarity problems (LCPs) are handled in a unified manner. The resulting procedure either solves the feasible LCP or, under certain conditions, produces an approximate solution which is an efficient point of the associated multiple-objective problem. A mathematical existence theory is developed which allows both specialization and extension of earlier results in multiple-obkective programming. Two perturbation approaches to finding the closest solvable LCPs to a given unsolvable LCP are proposed. Several illustrative examples are provided and discussed.
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Communicated by H. P. Benson
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Isac, G., Kostreva, M.M. & Wiecek, M.M. Multiple-objective approximation of feasible but unsolvable linear complementarity problems. J Optim Theory Appl 86, 389–405 (1995). https://doi.org/10.1007/BF02192086
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DOI: https://doi.org/10.1007/BF02192086