Polyhedral complementarity problem with quasimonotone decreasing mappings

The fixed point problem of piecewise constant mappings in Rn is investigated. This is a polyhedral complementarity problem, which is a generalization of the linear complementarity problem. Such mappings arose in the author’s research on the problem of economic equilibrium in exchange models, where m...

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Main Author: Shmyrev Vadim I.
Format: Article
Language:English
Published: University of Belgrade 2023-01-01
Series:Yugoslav Journal of Operations Research
Subjects:
Online Access:https://doiserbia.nb.rs/img/doi/0354-0243/2023/0354-02432200031S.pdf
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author Shmyrev Vadim I.
author_facet Shmyrev Vadim I.
author_sort Shmyrev Vadim I.
collection DOAJ
description The fixed point problem of piecewise constant mappings in Rn is investigated. This is a polyhedral complementarity problem, which is a generalization of the linear complementarity problem. Such mappings arose in the author’s research on the problem of economic equilibrium in exchange models, where mappings were considered on the price simplex. The author proposed an original approach of polyhedral complementarity, which made it possible to obtain simple algorithms for solving the problem. The present study is a generalization of linear complementarity methods to related problems of a more general nature and reveals a close relationship between linear complementarity and polyhedral complementarity. The investigated method is an analogue of the well-known Lemke method for linear complementarity problems. A class of mappings is described for which the process is monotone, as it is for the linear complementarity problems with positive principal minors of the constraint matrix (class P). It is shown that such a mapping has always unique fixed point.
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spelling doaj.art-6c8e22ef06d04c56b7ada206ffa7d3612023-06-09T10:45:23ZengUniversity of BelgradeYugoslav Journal of Operations Research0354-02431820-743X2023-01-0133223924810.2298/YJOR2111016031S0354-02432200031SPolyhedral complementarity problem with quasimonotone decreasing mappingsShmyrev Vadim I.0Sobolev Institute of Mathematics, Novosibirsk, Russia + Novosibirsk State University, Novosibirsk, RussiaThe fixed point problem of piecewise constant mappings in Rn is investigated. This is a polyhedral complementarity problem, which is a generalization of the linear complementarity problem. Such mappings arose in the author’s research on the problem of economic equilibrium in exchange models, where mappings were considered on the price simplex. The author proposed an original approach of polyhedral complementarity, which made it possible to obtain simple algorithms for solving the problem. The present study is a generalization of linear complementarity methods to related problems of a more general nature and reveals a close relationship between linear complementarity and polyhedral complementarity. The investigated method is an analogue of the well-known Lemke method for linear complementarity problems. A class of mappings is described for which the process is monotone, as it is for the linear complementarity problems with positive principal minors of the constraint matrix (class P). It is shown that such a mapping has always unique fixed point.https://doiserbia.nb.rs/img/doi/0354-0243/2023/0354-02432200031S.pdfpolyhedral complementaritypiecewise constant mappingsfixed pointdualitymonotonicityalgorithm
spellingShingle Shmyrev Vadim I.
Polyhedral complementarity problem with quasimonotone decreasing mappings
Yugoslav Journal of Operations Research
polyhedral complementarity
piecewise constant mappings
fixed point
duality
monotonicity
algorithm
title Polyhedral complementarity problem with quasimonotone decreasing mappings
title_full Polyhedral complementarity problem with quasimonotone decreasing mappings
title_fullStr Polyhedral complementarity problem with quasimonotone decreasing mappings
title_full_unstemmed Polyhedral complementarity problem with quasimonotone decreasing mappings
title_short Polyhedral complementarity problem with quasimonotone decreasing mappings
title_sort polyhedral complementarity problem with quasimonotone decreasing mappings
topic polyhedral complementarity
piecewise constant mappings
fixed point
duality
monotonicity
algorithm
url https://doiserbia.nb.rs/img/doi/0354-0243/2023/0354-02432200031S.pdf
work_keys_str_mv AT shmyrevvadimi polyhedralcomplementarityproblemwithquasimonotonedecreasingmappings