A note on a quadratic formulation for linear complementarity problems (Q1090251)

We discuss some properties of a quadratic formulation for linear complementarity problems. Projected SOR methods proposed by Mangasarian apply to symmetric matrices only. The quadratic formulation discussed here makes it possible to use these SOR methods for solving nonsymetric LCPs. SOR schemes based on this formulation preserve sparsity. For proper choice of a free parameter, this quadratic formulation also preserves convexity. The value of the quadratic function for the solution of original LCP is also known.