Some properties of generalized positive subdefinite matrices

被引:7
|
作者
Neogy, SK [1 ]
Das, AK
机构
[1] Indian Stat Inst, New Delhi 110016, India
[2] Indian Stat Inst, Kolkata 700108, India
关键词
generalized positive subdefinite matrix; copositive matrix; Lemke's algorithm; row sufficient matrix; copositive-plus matrix; copositive-star matrix;
D O I
10.1137/040613585
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The class of generalized positive subdefinite (GPSBD) matrices is an interesting matrix class introduced by Crouzeix and Komlosi [Appl. Optim. 59, Kluwer, Dordrecht, The Netherlands, 2001, pp. 45 - 63]. In this paper, we obtain some properties of GPSBD matrices. We show that copositive GPSBD matrices are P-0 and a merely generalized positive subdefinite (MGPSBD) matrix with some additional conditions belongs to the class of row sufficient matrices introduced by Cottle, Pang, and Venkateswarn [Linear Algebra Appl., 114/115 (1989), pp. 231 - 249]. Further, it is shown that for a subclass of GPSBD matrices, the solution set of a linear complementarity problem is same as the set of Karush-Kuhn-Tucker-stationary points of the corresponding quadratic programming problem. We provide a counter example to show that a copositive GPSBD matrix need not be sufficient in general. Finally, we show that if a matrix A can be written as a sum of a copositive-plus MGPSBD matrix with an additional condition and a copositive matrix and if it satisfies a feasibility condition, then Lemke's algorithm can solve LCP(q, A). This further extends the applicability of Lemke's algorithm and a result of Evers.
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页码:988 / 995
页数:8
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