Perfect Aggregation and Disaggregation of Complementarity Problems
提出在约束一致性概念下,线性互补问题可实现完美聚合与分解,涵盖二次规划、线性规划及二人非零和博弈,为经济模型中的变量加总提供理论基础。
Abstract Perfect aggregation of linear complementarity problems is possible under the notion of constrained consistency. This notion—which also can be interpreted as a disaggregation rule—requires restrictions on the domain of the micro variables to be aggregated. The linear complementarity problem includes symmetric and asymmetric quadratic programming, linear programming, and two‐person, nonzero‐sum games. Hence, all these mathematical programming structures admit consistent aggregation and disaggregation of their primal and dual variables.