Scarf’s generalization of linear complementarity problem revisited

Authors

  • Samir Kumar Neogy Indian Statistical Institute, S.J.S. Sansanwal Marg New Delhi-, India
  • Sagnik Sinha Jadavpur University Kolkata, India
  • Arup Kumar Das Indian Statistical Institute, B. T. Road Kolkata, India
  • Abhijit Gupta Indian Statistical Institute, B. T. Road Kolkata, India

DOI:

https://doi.org/10.2298/YJOR130203026N

Keywords:

Scarf’s complementarity problem, Vertical linear complementarity problem, Cottle-Dantzig’s algorithm, Lemke’s algorithm, Neural network approach

Abstract

In this paper, we revisit Scarf’s generalization of the linear complementarity problem, formulate this as a vertical linear complementarity problem and obtain some new results on this generalization. Also, a neural network model for solving Scarf’s generalized complementarity problems is proposed. Numerical simulation results show that the proposed model is feasible and efficient.

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Published

2013-06-01

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Section

Research Articles