Mangasarian, O. L.; Pang, J. S. The extended linear complementarity problem. (English) Zbl 0835.90103 SIAM J. Matrix Anal. Appl. 16, No. 2, 359-368 (1995). Summary: We consider an extension of the horizontal linear complementarity problem, which we call the extended linear complementarity problem (XLCP). With the aid of a natural bilinear program, we establish various properties of this extended complementarity problem; these include the convexity of the bilinear objective function under a monotonicity assumption, the polyhedrality of the solution set of a monotone XLCP, and an error bound result for a nondegenerate XLCP. We also present a finite, sequential linear programming algorithm for solving the nonmonotone XLCP. Cited in 3 ReviewsCited in 24 Documents MSC: 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) 90C30 Nonlinear programming PDFBibTeX XMLCite \textit{O. L. Mangasarian} and \textit{J. S. Pang}, SIAM J. Matrix Anal. Appl. 16, No. 2, 359--368 (1995; Zbl 0835.90103) Full Text: DOI