B. De Schutter and
B. De Moor,
"The Extended Linear Complementarity Problem," Mathematical Programming, vol. 71, no. 3, pp.
289-325, Dec. 1995.
Abstract
In this paper we define the Extended Linear Complementarity Problem
(ELCP), an extension of the well-known Linear Complementarity Problem
(LCP). We show that the ELCP can be viewed as a kind of unifying
framework for the LCP and its various generalizations. We study the
general solution set of an ELCP and we develop an algorithm to find
all its solutions. We also show that the general ELCP is an NP-hard
problem.