A method for solving the general parametric linear complementarity problem

Zukui Li and Marianthi Ierapetritou ()

Annals of Operations Research, 2010, vol. 181, issue 1, 485-501

Abstract: This paper presents a solution method for the general (mixed integer) parametric linear complementarity problem pLCP(q(θ),M), where the matrix M has a general structure and integrality restriction can be enforced on the solution. Based on the equivalence between the linear complementarity problem and mixed integer feasibility problem, we propose a mixed integer programming formulation with an objective of finding the minimum 1-norm solution for the original linear complementarity problem. The parametric linear complementarity problem is then formulated as multiparametric mixed integer programming problem, which is solved using a multiparametric programming algorithm. The proposed method is illustrated through a number of examples. Copyright Springer Science+Business Media, LLC 2010

Keywords: Parametric linear complementarity problem; Minimum norm solution; Mixed integer programming; Multiparametric programming (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10479-010-0770-6

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