Reduction of monotone linear complementarity
problems over cones to linear programs over cones
Masakazu Kojima, Masayuki Shida and Susumu Shindoh
This short note presents a constructive way of reducing monotone LCPs
(linear complementarity problems) over cones to LPs (linear programs)
over cones. In particular, the monotone LCP in symmetric matrices,
which was recently proposed by Kojima, Shindoh and Hara, is reducible
to an SDP (semidefinite program). This gives a negative answer to
their question whether the monotone LCP in symmetric matrices is an
essential generalization of the SDP.
Research Reports on Information Sciences B-296, Feb. 1995
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