Equivalence of Linear Complementarity Problems and Linear Programs in Vector Lattice Hilbert Spaces.
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WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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Let X be a vector lattice Hilbert space with dual X. Let M be a continuous linear mapping of X onto X. Let p, q elements of X with p 0r 0. We consider the relationship between the linear complementarity problem Find x elements of X such that x or 0, Mx q or 0, x, Mx q 0, and the linear programming problem Find x element of X which minimizes x,p subject to or 0, Mx q or 0. Author
- Theoretical Mathematics
- Fluid Mechanics