Sufficient Matrices and the Linear Complementarity Problem.

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Abstract:

This paper poses and answers two questions about solutions of the linear complementary problem LCP. The first question is concerned with the conditions on a square matrix M which guarantee that for every vector q, the solutions of LCP q, M ar identical to the Karush-Kuhn-Tucker points of the natural quadratic program associated with q, M. In answering this question the authors introduce the class of row sufficient matrices. The transpose of such a matrix is what is called column sufficient. The latter matrices turn out to furnish the answer to the second question which asks for the conditions on M under which the solution set of q, M is convex for every q. In addition to these two main results, this paper discusses the connections of these two new matrix classes with other well-known matrix classes in linear complementarity theory.

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