Skip to main content
Log in

Necessary and sufficient conditions for the existence of complementary solutions and characterizations of the matrix classesQ andQ 0

  • Published:
Mathematical Programming Submit manuscript

Abstract

We simplify a result by Mangasarian on the existence of solutions to the linear complementarity problem. The simplified condition gives a new geometric interpretation of the result. When used to characterize the matrix classesQ andQ 0, our condition suggests a finitely checkable sufficient condition forP andP 0.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. Aganagic and R.W. Cottle, “A note onQ-matrices,”Mathematical Programming 16 (1979) 374–377.

    Google Scholar 

  2. M. Aganagic and R.W. Cottle, “A constructive characterization ofQ 0-matrices with nonnegative principal minors,”Mathematical Programming 37 (1987) 223–231.

    Google Scholar 

  3. F.A. Al-Khayyal, “An implicit enumeration procedure for the general linear complementarity problem,”Mathematical Programming Study 31 (1987) 1–20.

    Google Scholar 

  4. M.S. Bazaraa and J.J. Jarvis,Linear Programming and Network Flows (Wiley, New York, 1977).

    Google Scholar 

  5. R.W. Cottle and G.B. Dantzig, “Complementary pivot theory of mathematical programming,”Linear Algebra and its Applications 1 (1968) 103–125.

    Google Scholar 

  6. R.W. Cottle and J.S. Pang, “On solving linear complementarity problems as linear programs,”Mathematical Programming Study 7 (1978) 88–107.

    Google Scholar 

  7. R.W. Cottle, R. von Randow and R.E. Stone, “On spherically convex sets andQ-matrices,”Linear Algebra and its Applications 41 (1981) 73–80.

    Google Scholar 

  8. R.D. Doverspike and C.E. Lemke “A partial characterization of a class of matrices defined by solutions to the linear complementarity problem,”Mathematics of Operations Research 7 (1982) 272–294.

    Google Scholar 

  9. B.C. Eaves, “The linear complementarity problem,”Management Science 17 (1971) 612–634.

    Google Scholar 

  10. M. Fiedler and P. Ptak, “Some generalizations of positive definiteness and monotonicity,”Numerische Mathematik 9 (1966) 163–172.

    Google Scholar 

  11. J.T. Fredricksen, L.T. Watson and K.G. Murty, “A finite characterization of K-matrices in dimensions less than four,”Mathematical Programming 35 (1986) 17–31.

    Google Scholar 

  12. C.B. Garcia, “Some classes of matrices in linear complementarity theory,”Mathematical Programming 5 (1973) 299–310.

    Google Scholar 

  13. J.J. Judice and A.M. Faustino, “An experimental investigation of enumerative methods for the linear complementarity problem,”Computers and Operations Research 15 (1988) 417–426.

    Google Scholar 

  14. S. Karamardian, “The complementarity problem,”Mathematical Programming 2 (1972) 107–129.

    Google Scholar 

  15. L.M. Kelly and L.T. Watson, “Q-matrices and spherical geometry,”Linear Algebra and its Applications 25 (1979) 175–189.

    Google Scholar 

  16. C.E. Lemke, “Bimatrix equilibrium points and mathematical programming,”Management Science 4 (1965) 681–689.

    Google Scholar 

  17. O.L. Mangasarian, “Characterization of linear complementarity problems as linear programs,”Mathematical Programming Study 7 (1978) 74–87.

    Google Scholar 

  18. O.L. Mangasarian, “Simplified characterizations of linear complementarity problems solvable as linear programs,”Mathematics of Operations Research 4 (1979) 268–273.

    Google Scholar 

  19. W.D. Morris, Personal communication.

  20. K.G. Murty, “Note on a Bard-type scheme for solving the linear complementarity problem,”Opsearch 11 (1974) 123–130.

    Google Scholar 

  21. J.S. Pang, “A note on an open problem in linear complementarity,”Mathematical Programming 13 (1977) 360–363.

    Google Scholar 

  22. P.M. Pardalos and J.B. Rosen, “Global optimization approach to the linear complementarity problem,”SIAM Journal on Scientific and Statistical Computing 9 (1988) 341–353.

    Google Scholar 

  23. B. Ramarao and C.M. Shetty, “Application of disjunctive programming to the linear complementarity problem,”Naval Research Logistics Quarterly 31 (1984) 589–600.

    Google Scholar 

  24. R. Saigal, “On the class of complementary cones and Lemke's algorithm,”SIAM Journal on Applied Mathematics 23 (1972) 46–50.

    Google Scholar 

  25. T.H. Shiau, “Iterative linear programming for linear complementarity and related problems,” Computer Sciences Technical Report No. 507, University of Wisconsin (Madison, WI, 1983).

    Google Scholar 

  26. R.E. Stone, “Geometric aspects of the linear complementarity problem,” Ph.D. dissertation, Technical Report SOL 81-6, Systems Optimization Laboratory, Stanford University (Stanford, CA, 1981).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

This work was supported in part by the Office of Naval Research under Contract No. N00014-86-K-0173, and by general research development funds provided by the Georgia Institute of Technology.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Al-Khayyal, F.A. Necessary and sufficient conditions for the existence of complementary solutions and characterizations of the matrix classesQ andQ 0 . Mathematical Programming 51, 247–255 (1991). https://doi.org/10.1007/BF01586936

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01586936

Key words

Navigation