THE LINEAR COMPLEMENTARITY-PROBLEM WITH EXACT ORDER MATRICES

被引:12
|
作者
MOHAN, SR [1 ]
PARTHASARATHY, T [1 ]
SRIDHAR, R [1 ]
机构
[1] INDIRA GANDHI INST DEV RES,BOMBAY 400065,INDIA
关键词
LINEAR COMPLEMENTARITY PROBLEM; EXACT ORDER MATRICES OF ORDER 1; ORDER; 2; COMPLETELY MIXED GAMES; MINIMAX VALUE; Q-MATRIX;
D O I
10.1287/moor.19.3.618
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A real n by n matrix A is called an N(P)-matrix of exact order k, if the principal minors of A of order 1 through (n - k) are negative (positive) and (n - k + 1) through n are positive (negative). In this paper the properties of exact order 1 and 2 matrices are investigated, using the linear complementarity problem LCP(q, A) for each q is-an-element-of R(n). A complete characterization of the class of exact order 1 based on the number of solutions to the LCP(q, A) for each q is-an-element-of R(n) is presented. In the last section we consider the problem of computing a solution to the LCP(q, A) when A is a matrix of exact order 1 or 2.
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页码:618 / 644
页数:27
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