A new resolution method for the parametric linear complementarity problem

Gailly, Benoît;Installe, Michel;Smeers, Yves
(2001) European Journal of Operational Research — Vol. 128, n° 3, p. 639-646 (2001)

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  • Gailly, BenoîtUCLouvain
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  • Installe, MichelUCLouvain
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  • Smeers, YvesUCLouvain
    Author
Abstract
An original method is presented to solve the parametric linear complementarity problem. To solve such a problem requires to identify the values taken by the solution of a linear complementarity problem where some of its right-hand side terms vary in a prescribed domain. This class of problems allows, among others, to deal with linear market equilibrium problems with varying prices: it allows to identify how does the equilibrium point varies when the prices vary over a set of given values. This method is illustrated through an application related to the institution of ecological taxes on the Western European natural gas market.
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Gailly, B., Installe, M., & Smeers, Y. (2001). A new resolution method for the parametric linear complementarity problem. European Journal of Operational Research, 128(3), 639-646. https://doi.org/10.1016/S0377-2217(99)00401-4 (Original work published 2001)