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An output-sensitive algorithm for multi-parametric LCPs with sufficient matrices

Columbano, S.
•
Fukuda, K.
•
Jones, Colin  
2009
Polyhedral Computation

This paper considers the multi-parametric linear complementarity problem (pLCP) with sufficient matrices. The main result is an algorithm to find a polyhedral decomposition of the set of feasible parameters and to construct a piecewise affine function that maps each feasible parameter to a solution of the associated LCP in such a way that the function is affine over each cell of the decomposition. The algorithm is output-sensive in the sense that its time complexity is polynomial in the size of the input and linear in the size of the output, when the problem is non-degenerate. We give a lexicographic perturbation technique to resolve degeneracy as well. Unlike for the non-parametric case, the resolution turns out to be nontrivial, and in particular, it involves linear programming (LP) duality and multi-objective LP.

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Type
book part or chapter
Author(s)
Columbano, S.
Fukuda, K.
Jones, Colin  
Date Issued

2009

Published in
Polyhedral Computation
ISBN of the book

978-0-8218-4633-9

Start page

73

End page

102

Series title/Series vol.

AMS CRM Proceedings and Lecture Notes; 48

Subjects

optimization, control

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
LA  
Available on Infoscience
March 14, 2011
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/65331
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