Two characterization theorems in complementarity theory (Q1102208)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Two characterization theorems in complementarity theory
scientific article

    Statements

    Two characterization theorems in complementarity theory (English)
    0 references
    1988
    0 references
    Two main results are proved in this paper. The first theorem concerns the linear complementarity problem (LCP) \(w=q+Mx\geq 0\), \(x\geq 0\), \(w^ Tx=0\) where q is a given n-vector and M is a given \(n\times n\) metric. It is shown that M is non-degenerate \(\Leftrightarrow\) For each vector q, the problem has a finite number of solutions \(\Leftrightarrow\) For each vector q, each solution to the problem is locally unique. The second theorem concerns the differentiability of a solution to the parametric nonlinear complementarity problem (NCP): \(w=f(x,\lambda)\geq 0\), \(x\geq 0\) and \(w^ Tx=0\) where \(f: R^ n\times R^ m\to R^ n\). A necessary and sufficient condition for x(\(\lambda)\) to be differentiable is stated and proved where x(\(\lambda)\) is a solution of (NCP) for a given \(\lambda \in R^ m\).
    0 references
    0 references
    0 references
    linear complementarity
    0 references
    locally unique
    0 references
    differentiability of a solution
    0 references
    parametric nonlinear complementarity
    0 references
    0 references
    0 references