A family of complementarity problems is defined as extensions of the well-known linear complementarity problem (LCP). These are: A number of well-known mathematical programming problems [namely, quadratic programming ...
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A family of complementarity problems is defined as extensions of the well-known linear complementarity problem (LCP). These are: A number of well-known mathematical programming problems [namely, quadratic programming (convex, nonconvex, pseudoconvex, nonconvex), linear variational inequalities, bilinear programming, game theory, zero-one integer programming, fixed-charge problem, absolute value programming, variable separable programming] are reformulated as members of this family of four complementarity problems. A brief discussion of the main algorithms for these four problems is presented, together with some computational experience.
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