Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems

It is shown that McCormick's second order sufficient optimality conditions are also necessary for a solution to a quadratic program to be locally unique and hence these conditions completely characterize a locally unique solution of any quadratic program. This result is then used to give characterizations of a locally unique solution to the linear complementarity problem. Sufficient conditions are also given for local uniqueness of solutions of the nonlinear complementarity problem.

[1]  G. Dantzig,et al.  COMPLEMENTARY PIVOT THEORY OF MATHEMATICAL PROGRAMMING , 1968 .

[2]  S. Karamardian The nonlinear complementarity problem with applications, part 1 , 1969 .

[3]  Ikuyo Kaneko,et al.  The number of solutions of a class of linear complementarity problems , 1979, Math. Program..

[4]  J. J. Moré Coercivity Conditions in Nonlinear Complementarity Problems , 1974 .

[5]  G. McCormick Second Order Conditions for Constrained Minima , 1967 .

[6]  Nimrod Megiddo,et al.  On the existence and uniqueness of solutions in nonlinear complementarity theory , 1977, Math. Program..

[7]  Stephen M. Robinson,et al.  Strongly Regular Generalized Equations , 1980, Math. Oper. Res..

[8]  Richaard W. Cottle Nonlinear Programs with Positively Bounded Jacobians , 1966 .

[9]  O. Mangasarian Equivalence of the Complementarity Problem to a System of Nonlinear Equations , 1976 .

[10]  Katta G. Murty,et al.  On the number of solutions to the complementarity problem and spanning properties of complementary cones , 1972 .

[11]  Anthony V. Fiacco,et al.  Nonlinear programming;: Sequential unconstrained minimization techniques , 1968 .

[12]  Antal Majthay Optimality conditions for quadratic programming , 1971, Math. Program..

[13]  O. Mangasarian Uniqueness of solution in linear programming , 1979 .

[14]  S. Karamardian The nonlinear complementarity problem with applications, part 2 , 1969 .

[15]  Jorge J. Moré,et al.  Classes of functions and feasibility conditions in nonlinear complementarity problems , 1974, Math. Program..

[16]  Masakazu Kojima,et al.  Studies on Piecewise-Linear Approximations of Piecewise-C1 Mappings in Fixed Points and Complementarity Theory , 1978, Math. Oper. Res..

[17]  Olvi L. Mangasarian,et al.  Nonlinear Programming , 1969 .