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The basic theorem of complementarity revisited. (English) Zbl 0778.90074

Summary: The basic theorem of (linear) complementarity was first stated by B. C. Eaves [Math. Program. 1, No. 1, 68-75 (1971; Zbl 0227.90044)]who credited C. E. Lembke for giving a constructive proof based on his almost complementary pivot algorithm. This theorem asserts that associated with an arbitrary linear complementarity problem, a certain augmented problem always possesses a solution. Many well-known existence results pertaining to the linear complementarity problem are consequences of this fundamental theorem.
We explore some further implications of the basic theorem of complementarity and derive new existence results for the linear complementarity problem. Based on these results, conditions for the existence of a solution to a linear complementarity problem with a fully- semimonotone matrix are examined. The class of the linear complementarity problems with a \(G\)-matrix is also investigated.

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
49J40 Variational inequalities

Citations:

Zbl 0227.90044
Full Text: DOI

References:

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