Journal article
Uniqueness for solutions of differential complementarity problems
Mathematical programming, Vol.118(2), pp.327-345
01/04/2008
DOI: 10.1007/s10107-007-0195-4
Abstract
In this paper we consider the question of which matrices
M
give unique solutions for Differential Complementarity Problems (Mandelbaum 1989, unpublished manuscript) of the form
for all
q
and
w
0
∈
K
*
where
K
is a closed convex cone. Explicit descriptions of the set of such matrices are given for the 2 × 2 case; the set of such
M
’s independent of
K
is a strict subset of the set of positive definite matrices (
v
T
Mv
> 0 for all
v
≠ 0) but strictly contains the set of symmetric positive definite matrices. These results have implications for a range of different formulations of dynamic systems with complementarity constraints.
Details
- Title: Subtitle
- Uniqueness for solutions of differential complementarity problems
- Creators
- David E Stewart - Department of Mathematics, University of Iowa
- Resource Type
- Journal article
- Publication Details
- Mathematical programming, Vol.118(2), pp.327-345
- Publisher
- Springer-Verlag
- DOI
- 10.1007/s10107-007-0195-4
- ISSN
- 0025-5610
- eISSN
- 1436-4646
- Language
- English
- Date published
- 01/04/2008
- Academic Unit
- Mathematics
- Record Identifier
- 9984240776702771
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