Linear complementarity problems and multiple objective programming (Q689137)

The paper develops the theoretical and computational relations between linear complementarity problems (LCP) and multiple objective programming problems (MOP). Introducing the notion of zero-efficient solution of a MOP, the authors prove an equivalence between finding a solution to the LCP and finding a member of a particular subset of the efficient points of a certain nonlinear MOP. It is very interesting that revealing the LCP-MOP links, the paper gives a new understanding of both theories, expands the applicability of Lemke's algorithm, and opens new computational methodologies for these two fields of mathematical programming. Moreover, the paper includes results on existence, uniqueness and computational complexity.