descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 2004Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 100, pages 339-344 (issn: 0025-5610, eissn: 1436-4646,

Authors: Mohan, S. R.; Neogy, S. K.; Das, A. K.;

doi: 10.1007/s10107-003-0473-8

A note on linear complementarity problems and multiple objective programming

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Abstract

\textit{M. M. Kostreva} and \textit{M. M. Wiecek} [ibid. 60, No. 3, 349--359 (1993; Zbl 0796.90047)] introduced a problem called LCP-related weighted problem in connection with a quadratic multiobjective problem, and suggested that an LCP can be solved by solving the LCP-related weighted problem associated with it, by e.g. Lemke's algorithm. This note provides several clarifications of the claims made in [loc. cit.], and shows by examples that solving an LCP by the approach given in [loc. cit.] may not be as useful as it is claimed.

Related Organizations

Indian Statistical Institute
India

Keywords

Lemke's algorithm, multiple objective programming problem, linear complementarity problem, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), Multi-objective and goal programming, LCP-related weighted problem

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