A homotopy method for solving the horizontal linear complementarity problem (Q2514030)
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English | A homotopy method for solving the horizontal linear complementarity problem |
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A homotopy method for solving the horizontal linear complementarity problem (English)
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30 January 2015
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The authors consider an extended linear complementarity problems of the form \[ Mx-Ny+q=0, x^{T}y=0, x,y \geq 0, \] where \(M\) and \(N\) are square matrices. They propose an order monotonicity type condition adjusted to this problem, which is defined for the pair of matrices and called \(P(\tau,\alpha,\beta)\) pair one. This property is taken for substantiation of the homotopy method.
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horizontal linear complementarity problem
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homotopy method
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extended order monotonicity
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