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A note on generalised linear complementarity problems
Published online by Cambridge University Press: 17 April 2009
Abstract
Given an n × n matrix A, an n-dimensional vector q, and a closed, convex cone S of Rn, the generalized linear complementarity problem considered here is the following: find a z ∈ Rn such that
where s* is the polar cone of S. The existence of a solution to this problem for arbitrary vector q has been established both analytically and constructively for several classes of matrices A. In this note, a new class of matrices, denoted by J, is introduced. A is a J-matrix if
The new class can be seen to be broader than previously studied classes. We analytically show that for any A in this class, a solution to the above problem exists for arbitrary vector q. This is achieved by using a result on variational inequalities.
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- Copyright © Australian Mathematical Society 1978
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