Research Article The Solution Set Characterization and Error Bound for the Extended Mixed Linear Complementarity Problem

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Journal of Applied Mathematics Volume 2012, Article ID 219478, 15 pages doi:10.1155/2012/219478 Research Article The Solution Set Characterization and Error Bound for the Extended Mixed Linear Complementarity Problem Hongchun Sun 1 and Yiju Wang 2 1 School of Sciences, Linyi University, Linyi, Shandong 276005, China 2 School of Management Science, Qufu Normal University, Rizhao, Shandong 276800, China Correspondence should be addressed to Yiju Wang, wyiju@hotmail.com Received 19 September 2012; Accepted 8 December 2012 Academic Editor: Jian-Wen Peng Copyright q 2012 H. Sun and Y. Wang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. For the extended mixed linear complementarity problem EML CP, we first present the characterization of the solution set for the EMLCP. Based on this, its global error bound is also established under milder conditions. The results obtained in this paper can be taken as an extension for the classical linear complementarity problems. 1. Introduction We consider that the extended mixed linear complementarity problem, abbreviated as EMLCP, is to find vector x ; y R 2n such that F x 0, G x,y 0, F x G x,y 0, Ax By b 0, Cx Dy d 0, 1.1 where F x Mx p, G x Nx Qy q, M, N, Q R m n,p,q R m, A, B R s n, C, D R t n, b R s, d R t. We assume that the solution set of the EMLCP is nonempty throughout this paper. The EMLCP is a direct generalization of the classical linear complementarity problem and a special case of the generalized nonlinear complementarity problem which was discussed in the literature 1, 2. The extended complementarity problem plays a significant role in economics, engineering, and operation research, and so forth 3. For example,

2 Journal of Applied Mathematics the balance of supply and demand is central to all economic systems; mathematically, this fundamental equation in economics is often described by a complementarity relation between two sets of decision variables. Furthermore, the classical Walrasian law of competitive equilibria of exchange economies can be formulated as a generalized nonlinear complementarity problem in the price and excess demand variables 4. Up to now, the issues of the solution set characterization and numerical methods for the classical linear complementarity problem or the classical nonlinear complementarity problem were fully discussed in the literature e.g., 5 8. On the other hand, the global error bound is also an important tool in the theoretical analysis and numerical treatment for variational inequalities, nonlinear complementarity problems, and other related optimization problems 9. The error bound estimation for the classical linear complementarity problems LCP was fully analyzed e.g., 7 12. Obviously, the EMLCP is an extension of the LCP, and this motivates us to extend the solution set characterization and error bound estimation results of the LCP to the EMLCP. To this end, we first detect the solution set characterization of the EMLCP under milder conditions in Section 2. Based on these, we establish the global error bound estimation for the EMLCP in Section 3. These constitute what can be taken as an extension of those for linear complementarity problems. We end this section with some notations used in this paper. Vectors considered in this paper are all taken in Euclidean space equipped with the standard inner product. The Euclidean norm of vector in the space is denoted by.weuser n to denote the nonnegative orthant in R n and use x and x to denote the vectors composed by elements x i : max{x i, 0} and x i : max{x i, 0}, 1 i n, respectively. For simplicity, we use x; y for column vector x,y.wealsousex 0 to denote a nonnegative vector x R n if there is no confusion. 2. The Solution Set Characterization for EMLCP In this section, we will characterize the solution set of the EMLCP. First, we can give the needed assumptions for our analysis. Assumption 2.1. For the matrices M, N, Q involved in the EMLCP, we assume that the matrix is positive semidefinite. M N N MM Q Q M 0 Theorem 2.2. Suppose that Assumption 2.1 holds; the following conclusions hold. i If is a solution of the EMLCP, then X { x; { {x; y X M, 0 m n N, Q N, Q } M, 0 m n } y 0, { } {x; } M, 0 m n q N, Q } p y 0, 2.1 where X { x; y R 2n Mx p 0, Nx Qy q 0, Ax By b 0, Cx Dy d 0}, and X denotes the solution set of EMLCP.

Journal of Applied Mathematics 3 ii If x 1 ; y 1 and x 2 ; y 2 are two solutions of the EMLCP, then Mx1 p Nx2 Qy 2 q Mx 2 p Nx1 Qy 1 q 0. 2.2 iii The solution set of EMLCP is convex. Proof. i Set W { x; { {x; y X M, 0 N, Q N, Q } M, 0 } y 0, { } {x; } M, 0 q N, Q } p y 0. 2.3 For any x; ỹ X,since X, we have x; ỹ M, 0 N, Q x; ỹ M, 0 q [ Mx 0 p M x p ] N x Qỹ q [ Mx 0 p ] N x Qỹ q M x p N x Qỹ q 2.4 [ Mx 0 p ] N x Qỹ q 0. Since x; ỹ X, X, using the similar arguments to that in 2.4, we have x; ỹ M, 0 N, Q M, 0 q 0. 2.5 Combining 2.4 with 2.5, one has x; ỹ M, 0 N, Q x; ỹ 0. 2.6 By 2.6, we have x; ỹ M, 0 N, Q N, Q M, 0 x; ỹ 0. 2.7 By Assumption 2.1, one has x; ỹ M, 0 N, Q N, Q M, 0 x; ỹ x; ỹ M x 0 ; y N N M M 2.8 Q 0 x; ỹ Q x0 ; y M 0 0 0.

4 Journal of Applied Mathematics Combining 2.7 with 2.8, we have x; ỹ M, 0 N, Q N, Q M, 0 x; ỹ 0. 2.9 That is, M, 0 N, Q N, Q M, 0 x; ỹ 0. 2.10 Using X, x; ỹ X again, we have x; ỹ N, Q M, 0 x; ỹ N, Q p [ Nx 0 Qy 0 q N x Qỹ q ] M x p Nx 0 Qy 0 q M x p N x Qỹ q M x p 2.11 Nx 0 Qy 0 q M x p 0. Using x; ỹ X, X again, using the similar arguments to that in 2.11, we have x; ỹ N, Q M, 0 N, Q p 0. 2.12 From 2.9, 2.4, and 2.11, one has { x; ỹ M, 0 N, Q N, Q x0 } M, 0 ; y 0 M, 0 q N, Q p x; ỹ M, 0 N, Q N, Q x0 x; ỹ x; ỹ { M, 0 N, Q N, Q M, 0 x; ỹ } M, 0 q N, Q p x; ỹ { M, 0 N, Q x; ỹ } M, 0 q x; ỹ { N, Q M, 0 x; ỹ } N, Q p 0. 2.13 Combining 2.5 with 2.12 yields x; ỹ M, 0 N, Q N, Q x0 M, 0 ; y 0 M, 0 q N, Q p 0. 2.14

Journal of Applied Mathematics 5 Combining this with 2.13 yields x; ỹ M, 0 N, Q N, Q x0 M, 0 ; y 0 M, 0 q N, Q p 0. 2.15 From 2.10 and 2.15, one has M, 0 q N, Q p x; ỹ 0. 2.16 By 2.10 and 2.16, weobtainthat x; ỹ W follows. On the other hand, for any x; ŷ W, then x; ŷ X, and M, 0 N, Q N, Q M, 0 x; ŷ 0, 2.17 M, 0 q N, Q p x; ŷ 0, and one has 0 x; ŷ [ M, 0 N, Q N, Q x0 ] M, 0 q N, Q p x; ŷ M, 0 N, Q M, 0 q x; ŷ N, Q M, 0 N, Q p [ M x p Mx 0 p ] Nx0 Qy 0 q [ N x Qŷ q Nx 0 Qy 0 q ] Mx0 p M x p Nx0 Qy 0 q N x Qŷ q Mx0 p. 2.18 Using 2.18, one has 0 x; ŷ M, 0 N, Q N, Q M, 0 x; ŷ 2 x; ŷ M, 0 N, Q x; ŷ 2 [ M x p Mx 0 p ] [ N x Qŷ q Nx0 Qy 0 q ] [ M 2 x p N x Qŷ q M x p Nx0 Qy 0 q Mx 0 p N x Qŷ q Mx0 p Nx0 Qy 0 q ] 2.19 2 M x p N x Qŷ q. Thus, we have that x; ŷ X.

6 Journal of Applied Mathematics have ii Since x 1 ; y 1 and x 2 ; y 2 are two solutions of the EMLCP, by Theorem 2.2 i, we M, 0 N, Q N, Q x1 M, 0 ; y 1 x2 ; y 2 M, 0 N, Q N, Q x1 M, 0 ; y 1 2.20 M, 0 N, Q N, Q x2 M, 0 ; y 2 0. Combining this with Mx 1 p Nx 1 Qy 1 q Mx 2 p Nx 2 Qy 2 q 0, one has 0 x 1 ; y 1 x2 ; y 2 M, 0 N, Q N, Q x1 M, 0 ; y 1 x2 ; y 2 2 x 1 ; y 1 x2 ; y 2 M, 0 N, Q x 1 ; y 1 x2 ; y 2 2 [ Mx 1 p Mx 2 p ] [ Nx1 Qy 1 q Nx 2 Qy 2 q ] 2.21 2[ Mx1 p Nx2 Qy 2 q Mx 2 p Nx1 Qy 1 q ]. On the other hand, from Mx i p 0, Nx i Qy i q 0, i 1, 2, we can deduce Mx1 p Nx2 Qy 2 q 0, Mx2 p Nx1 Qy 1 q 0. 2.22 From 2.21 and 2.22, thus, we have that Theorem 2.2 ii holds. iii If solution set of the EMLCP is single point set, then it is obviously convex. In this following, we suppose that x 1 ; y 1 and x 2 ; y 2 are two solutions of the EMLCP. By Theorem 2.2 i, we have M, 0 N, Q N, Q M, 0 x 1 ; y 1 0, M, 0 N, Q N, Q M, 0 x 2 ; y 2 0, M, 0 q N, Q p x 1 ; y 1 0, M, 0 q N, Q p x 2 ; y 2 0. 2.23 For the vector x; y τ x 1 ; y 1 1 τ x 2 ; y 2, for all τ 0, 1, by 2.23, we have x; M, 0 N, Q N, Q M, 0 y M, 0 N, Q N, Q M, 0 τ x 1 ; y 1 τ M, 0 N, Q N, Q M, 0 1 τ x 2 ; y 2 1 τ 0. 2.24

Journal of Applied Mathematics 7 Using the similar arguments to that in 2.24, we can also obtain M, 0 q N, Q p x; y 0. 2.25 Combining 2.24 and 2.25 with the conclusion of Theorem 2.2 i, weobtainthedesired result. Corollary 2.3. Suppose that Assumption 2.1 holds. Then, the solution set for EMLCP has the following characterization: X { x; x; y X M, 0 N, Q N, Q M, 0 y 0, [ x; y M, 0 N, Q N, Q x0 ] } M, 0 q N, Q p 0.. 2.26 Proof. Set W { x; x; y X M, 0 N, Q N, Q M, 0 y 0, [ x; y M, 0 N, Q N, Q x0 ] } M, 0 q N, Q p 0. 2.27 For any x; ŷ W, then x; ŷ X, combining this with X. Using the similar arguments to that in 2.5 and 2.12, we have [ x; ŷ M, 0 N, Q N, Q x0 ] M, 0 ; y 0 M, 0 q N, Q p 0. 2.28 Combining this with x; ŷ W, one has [ x; ŷ M, 0 N, Q N, Q x0 ] M, 0 ; y 0 M, 0 q N, Q p 0. 2.29 From M, 0 N, Q N, Q M, 0 x; ŷ 0, we have M, 0 q N, Q p x; ŷ 0. 2.30 Thus, by Theorem 2.2 i, one has x; ŷ X.

8 Journal of Applied Mathematics On the other hand, for any x; ŷ X,byTheorem 2.2 i, we have x; ŷ X, M, 0 N, Q N, Q M, 0 x; ŷ 0, and M, 0 q N, Q p x; ŷ 0, that is, [ x; ŷ M, 0 N, Q N, Q x0 ] M, 0 ; y 0 M, 0 q N, Q p 0. 2.31 Thus, x; ŷ W. Using the following definition developed from EMLCP, we can further detect the solution structure of the EMLCP. Definition 2.4. A solution x; y of the EMLCP is said to be nondegenerate if it satisfies Mx p Nx Qy q > 0. 2.32 Theorem 2.5. Suppose that Assumption 2.1 holds, and the EMLCP has a nondegenerate solution, say. Then, the following conclusions hold. i The solution set of EMLCP X { x; [ y X x; y M, 0 N, Q N, Q x0 ] } M, 0 q N, Q p 0. 2.33 ii If the matrices M α and Q α are the full-column rank, where α {i Mx 0 p i > 0,i 1, 2,...,m}, α {i i 1, 2,...,m,i / α}, then is the unique nondegenerate solution of EMLCP. Proof. i Set { x; [ W y X x; y M, 0 N, Q N, Q x0 ] } M, 0 q N, Q p 0. 2.34 From Corollary 2.3, one has X W. In this following, we will show that W X. For any x; y W, then x; y X, combining this with X. Using the similar arguments to that in 2.14, we have [ x; y M, 0 N, Q N, Q x0 ] M, 0 ; y 0 M, 0 q N, Q p 0. 2.35

Journal of Applied Mathematics 9 Combining this with x; y W, one has 0 x; y [ M, 0 N, Q N, Q x0 ] M, 0 ; y 0 M, 0 q N, Q p x; y [ M, 0 N, Q ] M, 0 q x; y [ N, Q M, 0 ] N, Q p [ Mx p Mx 0 p ] Nx0 Qy 0 q [ Nx Qy q Nx 0 Qy 0 q ] Mx0 p Mx p Nx0 Qy 0 q Nx Qy q Mx0 p. 2.36 Combining Mx p 0,Nx Qy q 0with 2.36, one has Mx p Nx0 Qy 0 q Mx 0 p Nx Qy q 0. 2.37 Since is a nondegenerate solution, combining this with 2.37, we have Mx p Nx Qy q 0. That is, x; y X. ii Let x; ŷ be any nondegenerate solution. Since is a nondegenerate solution, then we have Mx0 p Nx0 Qy 0 q 0, 2.38 Mx0 p Nx 0 Qy 0 q > 0. 2.39 Combining 2.38 with 2.39, we have Nx0 Qy 0 q 0, i α. 2.40 i If i/ α, then Nx 0 Qy 0 q i > 0by 2.39.By 2.38 again, we can deduce that Mx0 p 0, i / α. 2.41 i On the other hand, for the and x; ŷ which are solutions of EMLCP, and combining Theorem 2.2 ii, we have M x p Nx 0 Qy 0 q 0. Using Nx 0 Qy 0 q i > 0, for all i/ α, we can deduce that M x p Combining Theorem 2.2 ii again, we also have i 0, i / α. 2.42 Mx0 p N x Qŷ q 0. 2.43

10 Journal of Applied Mathematics For any i α, thatis, Mx 0 p i > 0, and combining 2.43,weobtain N x Qŷ q i 0, i α. 2.44 Combining this with the fact that M x p N x Qŷ q > 0, we can deduce that From 2.41 and 2.42, weobtain M x p i > 0, i α. 2.45 M α x x 0 0. 2.46 Thus, x x 0 by the full-column rank assumption on M α.using x x 0, combining 2.40 with 2.44, we can deduce that Q α ŷ N α x q N α x 0 q Q α y 0. 2.47 That is, ŷ y 0 by the full-column rank assumption on Q α. Thus, the desired result follows. The solution set characterization obtained in Theorem 2.2 i coincides with that of Lemma 2.1 in 7, and the solution set characterization obtained in Theorem 2.5 i coincides with that of Lemma 2.2 in 8 for the linear complementarity problem. 3. Global Error Bound for the EMLCP In this following, we will present a global error bound for the EMLCP based on the results obtained in Corollary 2.3 and Theorem 2.5 i. Firstly, we can give the needed error bound for a polyhedral cone from 13 and following technical lemmas to reach our claims. Lemma 3.1. For polyhedral cone P {x R n D 1 x d 1,B 1 x b 1 } with D 1 R l n, B 1 R m n, d 1 R l and b 1 R m, there exists a constant c 1 > 0 such that dist x, P c 1 D 1 x d 1 B 1 x b 1 x R n ; 3.1 Lemma 3.2. Suppose that is a solution of EMLCP, and let ω [ M, 0 N, Q N, Q x0 ] M, 0 ; y 0 M, 0 q N, Q p, 3.2 then, there exists a constant τ>0, such that for any x; y R 2n, one has [ ω x; y ] τ Mx p Nx Qy q Ax By b Cx Dy d. 3.3

Journal of Applied Mathematics 11 Proof. Similar to the proof of 2.14, we can obtain ω x; y 0, x; y X. 3.4 We consider the following linear programming problems min ω x; y s.t. Mx p 0, Nx Qy q 0, 3.5 Ax By b 0, Cx Dy d 0. From the assumption, we know that x 0,y 0 is an optimal point of the linear programming problem. Thus, there exist optimal Lagrange multipliers λ 1,λ 2 R m, λ 3 R s,andλ 4 R t such that ω M, 0 λ 1 N, Q λ 2 A, B λ 3 C, D λ 4, Mx 0 p 0, Nx 0 Qy 0 q 0, Ax 0 By 0 b 0, Cx 0 Dy 0 d 0, λ1 M, 0 p 0, 3.6 Nx0 Qy 0 q λ2 0, Ax0 By 0 b λ3 0. From 3.6, we can easily deduce that ω { M, 0 λ 1 N, Q λ 2 A, B λ 3 C, D λ 4 } x0 ; y 0 λ 1 M, 0 λ 2 N, Q λ 3 A, B λ 4 C, D 3.7 λ 1 p λ 2 q λ 3 b λ 4 d. Thus, for any x; y R 2n, from the first equation in 3.6, we have

12 Journal of Applied Mathematics [ω x; y ] { λ 1 M, 0 x; y p λ 2 N, Q x; y q λ 3 A, B x; y b λ 4 } C, D x; y d { λ } { 1 M, 0 x; y p λ } 2 N, Q x; y q { λ } { 3 A, B x; y b λ } 4 C, D x; y d λ { } 1 M, 0 x; y p { } λ 2 N, Q x; y q { } A, B x; y b λ 3 {λ 4 } { } C, D x; y d {λ 4} { } C, D x; y d λ 1 { M, 0 x; y p } λ2 { N, Q x; y q } λ 3 { A, B x; y b } ν C, D x; y d, 3.8 Where ν 0 is a constant. Let τ max{ λ 1, λ 2, λ 3,ν}, then the desired result follows. Now, we are at the position to state our results. Theorem 3.3. Suppose that Assumption 2.1 holds. Then, there exists a constant η>0 such that for any x; y R 2n, there exists x ; y X such that x; y x ; y { η s x, y s x, y } 1/2, 3.9 where s x, y Mx p Nx Qy q Ax By b Cx Dy d [ Mx ] 3.10 p Nx Qy q. Proof. Using Corollary 2.3 and Lemma 3.1, there exists a constant μ 1 > 0, for any x; y R 2n, and there exists x ; y X such that x; y x ; y { μ1 Mx p Nx Qy q Ax By b Cx Dy d

Journal of Applied Mathematics 13 [ M, 0 N, Q N, Q x0 x; M, 0 q N, Q ] p y x; M, 0 N, Q N, Q } M, 0 y, 3.11 Where is a solution of EMLCP. Now, we consider the right-hand-side of expression 3.11. Firstly, by Assumption 2.1, weobtainthat H x, y Mx p Nx Qy q 3.12 is a convex function. For any x; y R 2n, we have H x, y H [ M, 0 N, Q N, Q x0 ] 3.13 x; M, 0 q N, Q p y. Combining this with H 0, we can deduce that { [ M, 0 N, Q N, Q x0 ] x; M, 0 q N, Q } p y [ Mx ] p Nx Qy q. 3.14 Secondly, we consider the last item in 3.11.ByAssumption 2.1, there exists a constant μ 2 > 0 such that for any x; y R 2n, x; M, 0 N, Q N, Q 2 M, 0 y x; μ 2 x; y M, 0 N, Q N, Q M, 0 y 2μ 2 { Mx p Nx Qy q Mx0 p Nx0 Qy 0 q

14 Journal of Applied Mathematics [ M, 0 N, Q N, Q x0 ] M, 0 ; y 0 M, 0 q N, Q p x; y } [ Mx ] [ μ 2 p Nx Qy q 2{ 2μ M, 0 N, Q N, Q x0 ] x; M, 0 q N, Q } p y [ Mx ] 2μ 2 p Nx Qy q 2μ 2τ Mx p Nx Qy q Ax By b Cx Dy d, 3.15 where the first equality is based on the Taylor expansion of function H x, y on point, the second inequality follows from the fact that is a solution of EMLCP and the fact that a b a b for any a, b R, and the last inequality is based on Lemma 3.2. By 3.11 3.15, we have that 3.9 holds. The error bound obtained in Theorem 3.3 coincides with that of Theorem 2.4 in 11 for the linear complementarity problem, and it is also an extension of Theorem 2.7 in 7 and Corollary 2 in 14. Theorem 3.4. Suppose that the assumption of Theorem 2.5 holds. Then, there exists a constant η 1 > 0, such that for any x; y R 2n, there exists a solution x ; y X such that x; y x ; y η1 s x, y, 3.16 where s x, y is defined in Theorem 3.3. Proof. From Theorem 2.5, using the proof technique is similar to that of Theorem 3.3. For any x; y R 2n, there exist x ; y X and a constant μ 4 > 0 such that x; y x ; y { μ 4 Mx p Nx Qy q Ax By b Cx Dy d [ M, 0 N, Q N, Q x0 x; M, 0 q N, Q ] } p y. 3.17 Combining this with 3.14, we can deduce that 3.16 holds.

Journal of Applied Mathematics 15 4. Conclusion In this paper, we presented the solution Characterization, and also established global error bounds on the extended mixed linear complementarity problems which are the extensions of those for the classical linear complementarity problems. Surely, we may use the error bound estimation to establish quick convergence rate of the noninterior path following method for solving the EMLCP just as was done in 14, and this is a topic for future research. Acknowledgments This work was supported by the Natural Science Foundation of China Grant no. 11171180,11101303, Specialized Research Fund for the Doctoral Program of Chinese Higher Education 20113705110002, and Shandong Provincial Natural Science Foundation ZR2010AL005, ZR2011FL017. References 1 R. W. Cottle, J.-S. Pang, and R. E. Stone, The Linear Complementarity Problem, Academic Press, New York, NY, USA, 1992. 2 F. Facchinei and J. S. Pang, Finite-Dimensional Variational Inequality and Complementarity Problems, Springer, New York, NY, USA, 2003. 3 M. C. Ferris and J. S. Pang, Engineering and economic applications of complementarity problems, Society for Industrial and Applied Mathematics, vol. 39, no. 4, pp. 669 713, 1997. 4 L. Walras, Elements of Pure Economics, George Allen and Unwin, London, UK, 1954. 5 S. Karamardian, Generalized complementarity problem, Journal of Optimization Theory and Applications, vol. 8, pp. 161 168, 1971. 6 G. J. Habetler and A. L. Price, Existence theory for generalized nonlinear complementarity problems, Journal of Optimization Theory and Applications, vol. 7, pp. 223 239, 1971. 7 O. L. Mangasarian and T. H. Shiau, Error bounds for monotone linear complementarity problems, Mathematical Programming, vol. 36, no. 1, pp. 81 89, 1986. 8 O. L. Mangasarian, Error bounds for nondegenerate monotone linear complementarity problems, Mathematical Programming, vol. 48, no. 3, pp. 437 445, 1990. 9 J.-S. Pang, Error bounds in mathematical programming, Mathematical Programming, vol. 79, no. 1 3, pp. 299 332, 1997. 10 Z.-Q. Luo, O. L. Mangasarian, J. Ren, and M. V. Solodov, New error bounds for the linear complementarity problem, Mathematics of Operations Research, vol. 19, no. 4, pp. 880 892, 1994. 11 O. L. Mangasarian and J. Ren, New improved error bounds for the linear complementarity problem, Mathematical Programming, vol. 66, no. 2, pp. 241 255, 1994. 12 R. Mathias and J.-S. Pang, Error bounds for the linear complementarity problem with a P-matrix, Linear Algebra and its Applications, vol. 132, pp. 123 136, 1990. 13 A. J. Hoffman, On approximate solutions of systems of linear inequalities, Journal of Research of the National Bureau of Standards, vol. 49, pp. 263 265, 1952. 14 J. Zhang and N. Xiu, Global s-type error bound for the extended linear complementarity problem and applications, Mathematical Programming B, vol. 88, no. 2, pp. 391 410, 2000.

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