**Reference:**

B. De Schutter,
W.P.M.H. Heemels, and
A. Bemporad,
"On the equivalence of linear complementarity problems,"
*Operations Research Letters*, vol. 30, no. 4, pp. 211-222,
Aug. 2002.

**Abstract:**

We show that the Extended Linear Complementarity Problem (ELCP) can
be recast as a standard Linear Complementarity Problem (LCP) provided
that the surplus variables or the feasible set of the ELCP are
bounded. Since many extensions of the LCP are special cases of the
ELCP, this implies that these extensions can be rewritten as an LCP as
well. Our equivalence proof is constructive and leads to three
possible numerical solution methods for a given ELCP: regular ELCP
algorithms, mixed integer linear programming algorithms, and regular
LCP algorithms.

Online version of the paper

Corresponding technical report: pdf file (187 KB)

@article{DeSHee:00-15,

author={B. {D}e Schutter and W.P.M.H. Heemels and A. Bemporad},

title={On the equivalence of linear complementarity problems},

journal={Operations Research Letters},

volume={30},

number={4},

pages={211--222},

month=aug,

year={2002},

doi={10.1016/S0167-6377(02)00159-1}

}

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