On the uniqueness of solutions to linear complementarity problems

Abstract

This paper characterizes the classU of all realn×n matricesM for which the linear complementarity problem (q, M) has a unique solution for all realn-vectorsq interior to the coneK(M) of vectors for which (q, M) has any solution at all. It is shown that restricting the uniqueness property to the interior ofK(M) is necessary because whenU, the problem (q, M) has infinitely many solutions ifq belongs to the boundary of intK(M). It is shown thatM must have nonnegative principal minors whenU andK(M) is convex. Finally, it is shown that whenM has nonnegative principal minors, only one of which is 0, andK(M)≠R n , thenU andK(M) is a closed half-space.