Complementarity Problems

New global error bound for extended linear complementarity problems
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    Browder , Mathematische Zeitschrift, Vol. Karamardian 1 1. University of California at Irvine Irvine.

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    A complementarity problem is a type of mathematical optimization problem. It is the problem of optimizing (minimizing or maximizing) a function of two vector. In mathematical optimization theory, the linear complementarity problem (LCP) arises frequently in computational mechanics and encompasses the well-known .

    Abstract : Complementarity problems are often used to compute equilibria made up of specifically coordinated solutions of different optimization problems; e. However, while optimization under such uncertainties is rather well-developed, the field of equilibrium models represented by complementarity problems under uncertainty is still in its infancy.

    Being more specific, although there is a reasonable amount of literature on the stochastic treatment of uncertain complementarity problems, only very little is known about robust techniques for these problems.