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On weak generalized positive subdefinite matrices and the linear complementarity problem

机译:关于弱广义正定矩阵和线性互补问题

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In this article, we present a weaker version of the class of generalized positive subdefinite matrices introduced by Crouzeix and Komlósi [J.P. Crouzeix and S. Komlósi, The Linear Complementarity Problem and the Class of Generalized Positive Subdefinite Matrices, Applied Optimization, Vol. 59, Kluwer, Dordrecht, 2001, pp. 45-63], which is new in the literature, and obtain some properties of weak generalized positive subdefinite (WGPSBD) matrices. We show that this weaker class of matrices is also captured by row-sufficient matrices introduced by Cottle et al. [R.W. Cottle, J.S. Pang, and V. Venkateswaran, Sufficient matrices and the linear complementarity problem, Linear Algebra Appl. 114/115 (1989), pp. 231-249] and show that for WGPSBD matrices under appropriate assumptions, the solution set of a linear complementarity problem is the same as the set of Karush-Kuhn-Tucker-stationary points of the corresponding quadratic programming problem. This further extends the results obtained in an earlier paper by Neogy and Das [S.K. Neogy and A.K. Das, Some properties of generalized positive subdenite matrices, SIAM J. Matrix Anal. Appl. 27 (2006), pp. 988-995].
机译:在本文中,我们介绍了由Crouzeix和Komlósi引入的广义正亚定矩阵的弱版本。 Crouzeix和S.Komlósi,《线性互补问题和广义次正定矩阵的类别》,《应用优化》,第1卷。 59,Kluwer,Dordrecht,2001,pp。45-63],这是文献中的新内容,并获得了弱广义正定子(WGPSBD)矩阵的某些性质。我们证明了这种较弱的矩阵类别也被Cottle等人介绍的行足够的矩阵捕获。 [R.W.科特尔(J.S.) Pang和V. Venkateswaran,《足够的矩阵和线性互补问题》,《线性代数应用》。 114/115(1989),第231-249页],并表明对于WGPSBD矩阵在适当的假设下,线性互补问题的解集与对应二次方程式的Karush-Kuhn-Tucker平稳点的集合相同编程问题。这进一步扩展了Neogy和Das [S.K. Neogy和A.K. Das,广义正负子矩阵的某些性质,SIAM J.矩阵分析。应用27(2006),第988-995页]。

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