1989•OptimizationRequires access
On characterizing linear complementarity problems as linear programs
Faiz Al‐Khayyal
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Abstract
Using a new bilinear programming formulation of the linear complementarity problem, we simplify Mangasabian's necessary and sufficient conditions under which these problems can be solved as linear programs. Our conditions are used to derive new special cases of linear complementarity problems that are solvable as linear programs. Finally, we indicate how they can be used to characterize matrix classes in complementarity theory.