Abstract
This paper presents a survey of the Linear Complementarity Problem (LCP). The most important existence and complexity results of the LCP are first reviewed. Direct, iterative and enumerative algorithms are then discussed together with their benefits and drawbacks.
Some important global optimization problems can be solved by a sequential technique that is based on the solution of a Generalized Linear Complementarity Problem (GLCP). This problem is also discussed in this paper, namely its complexity and some procedures for its solution.
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Júdice, J.J. (1994). Algorithms for Linear Complementarity Problems. In: Spedicato, E. (eds) Algorithms for Continuous Optimization. NATO ASI Series, vol 434. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-0369-2_15
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DOI: https://doi.org/10.1007/978-94-009-0369-2_15
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