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Multiparametric Linear Complementarity Problems

Author(s):

C.N. Jones, M. Morari
Conference/Journal:

IEEE Conference on Decision and Control
Abstract:

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.

Year:

2006
Type of Publication:

(01)Article
Supervisor:

M. Morari

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% Autogenerated BibTeX entry
@InProceedings { JonMor:2006:IFA_2472,
    author={C.N. Jones and M. Morari},
    title={{Multiparametric Linear Complementarity Problems}},
    booktitle={IEEE Conference on Decision and Control},
    pages={},
    year={2006},
    address={},
    month=dec,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=2472}
}
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