On Some Special Matrices and Their Applications in Linear Complementarity Problem

Document Type

Book Chapter

Publication Title

Indian Statistical Institute Series

Abstract

A variety of special matrices are introduced in the literature on linear complementarity problem (LCP). Most of the matrix classes encountered in the context of LCP are commonly found in several applications. Matrix classes play an important role in studying the theory and algorithms of LCP. Several of these special matrices are of interest because they characterize certain properties of the LCP, and they offer certain nice features from the viewpoint of algorithms. Some of these special matrices arise for the computation of Nash equilibrium points in static games. Several of these special matrix classes also arise in connection with the problem of computation of value vectors and stationary strategies in stochastic games. In this chapter, we review some special matrices and their properties. The results discussed here will be useful for the Operations Research/Mathematical Programming/Matrix Algebra community.

First Page

215

Last Page

244

DOI

10.1007/978-981-99-2310-6_12

Publication Date

1-1-2023

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