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.
机构:
UNIV MASSACHUSETTS,SCH MANAGEMENT,DEPT GEN BUSINESS & FINANCE,AMHERST,MA 01003UNIV MASSACHUSETTS,SCH MANAGEMENT,DEPT GEN BUSINESS & FINANCE,AMHERST,MA 01003
PARDALOS, PM
NAGURNEY, A
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机构:
UNIV MASSACHUSETTS,SCH MANAGEMENT,DEPT GEN BUSINESS & FINANCE,AMHERST,MA 01003UNIV MASSACHUSETTS,SCH MANAGEMENT,DEPT GEN BUSINESS & FINANCE,AMHERST,MA 01003