On semimonotone star matrices and linear complementarity problem

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Abstract: In this article, we introduce the class of semimonotone star (E0s) matrices. We establish the importance of the class of E0s-matrices in the context of complementarity theory. We show that the principal pivot transform of E0s-matrix is not necessarily E0s in general. However, we prove that ildeE0s-matrices, a subclass of the E0s-matrices with some additional conditions, is in E0f by showing this class is in P0. We prove that LCP(q,A) can be processable by Lemke's algorithm if AinildeE0scapP0. We find some conditions for which the solution set of LCP(q,A) is bounded and stable under the ildeE0s-property. We propose an algorithm based on an interior point method to solve LCP(q,A) given AinildeE0s.



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