Multiparametric Linear Complementarity Problems

The linear complementarity problem (LCP) is a general problem that unifies linear and quadratic programs and bimatrix games. In this paper, we present an efficient algorithm for the solution to multiparametric linear complementarity problems (pLCPs) that are defined by positive semi-definite matrices. This class of problems includes the multiparametric linear (pLP) and semi-definite quadratic programs (pQP), where parameters are allowed to appear linearly in the cost and the right hand side of the constraints. We demonstrate that the proposed algorithm is equal in efficiency to the best of current pLP and pQP solvers for all problems that they can solve, and yet extends to a much larger class


Published in:
Proceedings of the 45th IEEE Conference on Decision and Control, 5687-5692
Presented at:
45th IEEE Conference on Decision and Control, San Diego, CA, USA, 13-15 December 2006
Year:
2006
Publisher:
IEEE
Laboratories:


Note: The status of this file is: EPFL only


 Record created 2011-10-24, last modified 2018-01-28

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