weighted complementarity

Sufficient weighted complementarity problems

  • Florian A. Potra
    • Categories Complementarity and Variational Inequalities Tags , , ,

    This paper presents some fundamental results about sufficient linear weighted complementarity problems. Such a problem depends on a nonnegative weight vector. If the weight vector is zero, the problem reduces to a sufficient linear complementarity problem that has been extensively studied. The introduction of the more general notion of a weighted complementarity problem (wCP) was … Read more

    Weighted complementarity problems – a new paradigm for computing equilibria

  • Florian A. Potra
    • Categories Complementarity and Variational Inequalities, Linear, Cone and Semidefinite Programming Tags , , ,

    This paper introduces the notion of a weighted Complementarity Problem (wCP), which consists in finding a pair of vectors $(x,s)$ belonging to the intersection of a manifold with a cone, such that their product in a certain algebra, $x\circ s$, equals a given weight vector $w$. When $w$ is the zero vector, then wCP reduces … Read more