8 Positive Subdefinite Matrices, Generalized Monotonicity, and Linear Complementarity Problems

SIAM J. MATRIX ANAL. APPL.
c 2000 Society for Industrial and Applied Mathematics

Vol. 22, No. 1, pp. 6685
POSITIVE SUBDEFINITE MATRICES,

GENERALIZED MONOTONICITY,
Downloaded 11/04/13 to 140.117.37.24. Redistribution subject to SIAM license or copyright; see http://www.siam.org/journals/ojsa.php
AND LINEAR COMPLEMENTARITY PROBLEMS

J.-P. CROUZEIX , A. HASSOUNI , A. LAHLOU , AND S. SCHAIBLE
Abstract. Positive subdenite matrices were introduced by Martos to characterize generalized
convex quadratic functions. This concept is extended to nonsymmetric matrices. It leads to a study
of pseudomonotone matrices and to new characterizations of generalized monotone ane maps.
Finally, some properties of linear complementarity problems involving such maps are derived.
Key words. positive subdeniteness, copositivity, copositivity star, generalized monotonicity,

linear complementarity
AMS subject classications. Primary, 26B25; Secondary, 90C26, 90C33
PII. S0895479897331849
1. Introduction and notation. Let F : Rn+ Rn , where Rn+ denotes the

nonnegative orthant of Rn . The complementarity problem associated with F is to
nd x0 such that F(x) 0 and F(x), x = 0.
If F is ane, then the problem is called a linear complementarity problem (LCP); see
[1]. Complementarity problems can be considered as particular cases of variational
inequality problems (VIP) which also include optimization problems. An important
class of optimization problems assumes convexity of the objective function. In varia-
tional inequality problems, this assumption corresponds to monotonicity of the map
F.
We recall that, given a convex subset C of Rn , a map F : C Rn is said to be
monotone on C if
x, y C y x, F(y) F(x) 0;
pseudomonotone on C if
x, y C, y x, F(x) > 0 y x, F(y) > 0,
or, equivalently, if
x, y C, y x, F(x) 0 y x, F(y) 0 ;
and quasi-monotone on C if
x, y C, y x, F(x) > 0 y x, F(y) 0.
Received by the editors December 8, 1997; accepted for publication (in revised form) by R.
Cottle August 4, 1999; published electronically May 31, 2000. Part of this work was done while
the third author was visiting Universite Blaise Pascal. This visit was supported by Action Integree
Franco-Marocaine 95/0849.
http://www.siam.org/journals/simax/22-1/33184.html
LIMOS, Universite Blaise Pascal, 63177 Aubiere Cedex, France (crouzeix@ucfma.univ-
bpclermont.fr).
Departement de Mathematiques et dInformatique, Faculte des Sciences, B.P. 1014, Rue Ibn
Batouta, Rabat, Morocco (hassouni@fsr.ac.ma, amale lahlou@usa.net).

A. G. Anderson Graduate School of Management, University of California, Riverside, CA 92521
(siegfried.schaible@ucr.edu).
66
POSITIVE SUBDEFINITE MATRICES AND LCPs 67
Monotonicity, pseudomonotonicity, and quasi monotonicity have been introduced

by Minty [18], Karamardian [13], and Hassouni [11] and independently by Kara-
mardian and Schaible [14], respectively. Complementarity problems, together with
optimization problems, variational inequality problems, xed point problems, saddle-

point problems, and other classical problems, can be viewed as special realizations of
an abstract equilibrium problem. Recently, the study of these various models has been
enriched by relaxing monotonicity to generalized monotonicity. The usefulness of gen-
eralized monotonicity concepts among models of such diversity is demonstrated in the
survey [10] which covers quasi-monotone and pseudomonotone variational inequality
problems and equilibrium problems.
In the symmetric case, positive subdenite matrices have been introduced by
Martos [16] to characterize generalized convex quadratic functions on Rn+ . Section 2
extends this concept to nonsymmetric matrices. Then, in section 3, new characteriza-
tions for generalized monotone ane maps on Rn+ are given using positive subdenite
matrices. Section 4 is devoted to linear complementarity problems involving general-
ized monotone ane maps. Finally, section 5 relates the results further to the existing
literature.
We conclude this section with some comments on the notation used throughout
this paper. Given z Rn , z + and z are the vectors of Rn dened by zi+ := max{zi , 0}
and zi := max{zi , 0} for all i, then z = z + z .
C Rn , we denote by C o the polar cone of C, i.e.,
Given =
C o = {x : x, x 0 for all x C}.
It is known that C = C oo if and only if C is a closed convex cone.

Given an n n matrix M , the kernel of M and the rank of M are denoted by
Ker(M ) and rank(M ), respectively. The (MoorePenrose) pseudoinverse of M is the
uniquely dened n n matrix M which satises the following conditions:
M M M = M, M M M = M , (M M )t = M M , and (M M )t = M M.
We denote by M s the matrix
M s = 2M t (M + M t ) M.
Here the symbol s indicates symmetrization: M s is always symmetric and M s = M

if and only if M is symmetric.
The matrix M is said to be copositive if x, M x 0 for all x 0 and conegative
if M is copositive. M is said to be copositive star [7] if it is copositive with the
additional condition that
M tx 0 whenever x 0, M x 0 and x, M x = 0.
M 0 means that all entries of M are nonpositive.

Given a symmetric n n matrix B, its inertia is the triple
In(B) = (+ (B), (B), 0 (B)),
where + (B), (B), and 0 (B) denote the number of positive, negative, and zero
eigenvalues of B, respectively. Then + (B) + (B) + 0 (B) = n.
68 J.-P. CROUZEIX, A. HASSOUNI, A. LAHLOU, AND S. SCHAIBLE
2. Positive subdenite matrices. We call an n n matrix M positive subdef-

inite (PSBD) if
z, M z < 0 implies either M t z 0 or M t z 0.
The terminology is borrowed from Martos [16, 17], who characterized pseudo-
convex and quasi-convex quadratic functions on the nonnegative orthant via such
matrices. Since Martos was considering the Hessian of quadratic functions, he was
concerned only about symmetric matrices. In this section, we study nonsymmet-
ric positive subdenite matrices. These matrices will be used in the next section
to characterize pseudomonotone and quasi-monotone ane maps on the nonnegative
orthant.
It is clear that a positive semidenite (PSD) matrix is PSBD. According to Mar-
tos, a matrix M is said to be merely positive subdenite (M P SBD) if M is PSBD
but not PSD.
The particular case of PSBD matrices of rank 1 is easily studied with help of the
denitions.
Proposition 2.1. Assume that M = abt with a, b Rn , a, b = 0. Then M is
PSBD if and only if one of the following conditions holds:
(i) there is t > 0 so that b = ta;
(ii) b = ta for all t > 0 and either b 0 or b 0.
Assume that M is MPSBD; then M is copositive if and only if either (a 0 and
b 0) or (a 0 and b 0) and copositive star if and only if, in addition, ai = 0
whenever bi = 0.
Proof. Case (i) corresponds to M PSD. Let us consider the second case. Then M
is PSBD if and only if
a, zb, z < 0 implies either a, zb 0 or a, zb 0,
from which the result follows easily. The other results are obvious.
For general matrices, we have the following result.
Proposition 2.2. Assume that M is MPSBD. Then
(i) (M + M t ) = 1;
(ii) (M + M t )z = 0 M z = M t z = 0.
Proof. Set B = M + M t .
(i) B has at least one negative eigenvalue since M is not PSD. Assume, for
contradiction, that 1 , 2 , z1 , and z2 exist so that
Bz1 = 21 z1 , Bz2 = 22 z2 , z1 2 = z2 2 = 1,
1 2 < 0 and z1 , z2 = 0.
Then both z1 , M z1 and z2 , M z2 are negative. Without loss of generality, we as-
sume that M t z1 0 and M t z2 0.
For t [0, 1], dene z(t) = tz1 + (1 t)z2 . Then
z(t), Bz(t) = 2t2 1 + 2(1 t)2 2 < 0.
Hence 0 = M t z(t) = tM t z1 + (1 t)M t z2 Rn+ Rn+ . Since M t z(0) 0 and

M t z(1) 0, there is t (0, 1) such that M t z(t) = 0, a contradiction.
(ii) Assume that z1 , 1 are dened as above and z0 is so that Bz0 = 0. For t R,
let us dene z(t) = z1 + tz0 . Then
z(t), Bz(t) = 21 < 0.
Hence for all t R
0 = M t z(t) = M t z1 + tM t z0 Rn+ Rn+ .
It follows that M t z0 = 0 because of M t z1 = 0. Then M z0 = 0 as well.

It is clear that for any matrix M , the following two assertions are equivalent:
(i) (M + M t )z = 0 M z = M t z = 0;
(ii) M (Rn ) (M + M t )(Rn ).
For such matrices, we have the following result (see Crouzeix and Schaible [5,
Lemma 2]).
Lemma 2.1. Assume that M (Rn ) (M + M t )(Rn ). Denote by k the dimension
of the kernel of M . Then
+ (M s ) = + (M + M t ) + 0 (M + M t ) k,
(M s ) = (M + M t ) + 0 (M + M t ) k,
0 (M s ) = 2k 0 (M + M t ).
Although M itself is nonsymmetric, Proposition 2.2 shows that symmetric matri-

ces having one and only one negative eigenvalue play a fundamental role. For these
matrices, we have the following result.
Proposition 2.3. Assume that B is a symmetric n n matrix and (B) = 1.
Then there exists a closed convex cone T such that
T T = {z : Bz, z 0} and
int(T ) int(T ) = {z : Bz, z < 0}.
Furthermore, T o T o = {0} and
T o T o = {z : B z , z 0} B(Rn ).
Proof. It follows from the assumptions that an n n matrix P , a positive denite

diagonal q q matrix 2 with q < n and 1 < 0 exist so that

1 0 0
P t P = I and P t BP = 0 2 0 .
0 0 0
Then

T T = {z : Bz, z 0} = z = P y : 1 y12 + 2 y2 , y2 + 0y3 , y3 0 ,

1
where T = z = Py : 2 y2 , y2 y1 .
1
Then T is a closed convex cone and

1
int(T ) = z = P y : 2 y2 , y2 < y1 .
1
Let us determine T o . By denition, z = P y T o if and only if

1

0 = supz, z = sup y1 y1 + y2 , y2 + y3 , y3 : 2 y2 , y2 y1 .
zT 1
Hence z = P y T o if and only if

1
y3 =0; y1 0 and y1 2 y2 , y2 + y2 , y2 0 for all y2 .
1
It follows that

o 1 2 1
T = z = P y : y3 = 0, y1 0, and y + 2 y2 , y2 0 ,
1 1
which gives the result.

Now we deduce the following characterization of nonsymmetric PSBD matrices.
Theorem 2.1. Assume that M is an n n matrix. Then M is PSBD if and
only if exactly one of the following conditions holds:
(i) M is PSD;
(ii) M = abt = 0 with a, b Rn , a = tb for all t > 0 and
either b 0 or b 0;
(iii) rank(M ) 2, (M + M t ) = 1, M (Rn ) = M t (Rn ) = (M + M t )(Rn )
and the matrix M s is conegative.
Proof. Set B = M + M t and assume that (B) = 1. Take T as in the last
proposition. A necessary and sucient condition for M to be MPSBD is that
(2.1) either T {z : M t z 0} or T {z : M t z 0}.
By polarity on closed convex cones, the last condition is equivalent to
(2.2) either T o M (Rn+ ) or T o M (Rn+ ).
(a) Assume that M is MPSBD. Then M s is conegative because of condition (2.2).

On the other hand, Proposition 2.2 implies that rank(M ) rank(B). Hence Lemma
2.1 implies that either k = 1 + 0 (B) or k = 0 (B) since (M s ) 0.
Assume that k = 1 + 0 (B). Then (M s ) = 0 implies M s is PSD, thus M s = 0
since M s is conegative. Hence n = 0 (M s ) = 2k 0 (B) = k + 1 and M has rank 1.
Apply Proposition 2.1.
Assume that k = 0 (B). If the rank of M s is 1, then apply again Proposition 2.1.
If rank(M s ) 2, then condition (2.2) is equivalent to the condition
(2.3) T o T o M (Rn+ ).
Indeed T o and M (Rn+ ) are closed convex cones having the same dimension, and this
dimension is greater than or equal to 2. Hence (iii) holds.
(b) We already know that M is PSBD in cases (i) or (ii). Assume that (iii) holds.
Hence M is MPSBD since conditions (2.2) and (2.3) are equivalent in this case.
From Theorem 2.1, we recover the characterization of symmetric MPSBD matrices
by Martos [16, 17].
Corollary 2.1. Assume that M is a symmetric n n matrix and (M ) = 1.

Then the following three conditions are equivalent:
(i) M is MPSBD;
(ii) M is conegative;
(iii) M 0.
Proof. The symmetry of M implies that M s = M . Furthermore, if M = abt ,
then a and b are colinear. Hence, in view of Theorem 2.1, conditions (i) and (ii) above
are equivalent. Condition (iii) obviously implies condition (ii). Conversely, assume
that conditions (i) and (ii) hold. Then, for all z 0, z, M z 0, hence M z 0 or
M z 0. It is then easily derived that M cannot have a positive entry.
Corollary 2.2. Assume that M is symmetric and copositive. Then M is PSBD
if and only if M is PSD.
Proof. A symmetric matrix which is both copositive and conegative is the null
matrix.
Theorem 2.1 sets in evidence the roles of the matrix M s and the convex cone T
such that T T = {z : z, M z 0} in the analysis of MPSBD matrices. For such
matrices
either T {z : M t z 0} or T {z : M t z 0}.
Henceforth, we assume that
T {z : M t z 0} so that int (T ) = {z : z, M z < 0, M t z 0}.
We begin with the analysis of M s and T o for matrices of rank 1.

Proposition 2.4. Assume that M = abt , a, b Rn with a, b = 0. Let u, v, and
be such that
a = au, b = bv, and u, v = cos 2.
(i) Assume that a and b are colinear. Then
2a2 b2 (M + M t ) = M = M s .
(ii) Assume that a and b are noncolinear. Then M s = 0 and

1 1
8 a b (M + M t ) = (u + v)(u + v)t (u v)(u v)t .
cos4 sin4
(iii) If b 0, then T o = {q = a b : 0, 0}.
Proof. Case (i) is trivial. Henceforth, we assume that a and b are noncolinear.
Then there is a matrix P such that
P t P = I, P t u = cos e1 + sin e2 , and P t v = cos e1 sin e2 ,
where e1 and e2 are the rst two vectors of the canonical basis of Rn . Set R = uv t .
Then M = a bR and
1 1
P t (R + Rt ) P = e1 et1 e2 et2 .
2
2 cos 2 sin2
Replace e1 and e2 by their expressions in terms of u, v, and . It holds that

t 1 t 1 t
(R + R ) = (u + v)(u + v) (u v)(u v) .
8 cos4 8 sin4
Next, it is easily seen that Rs = 2Rt (R + Rt ) R = 0. Then M s = 0 as already shown

in the proof of Theorem 2.1.
Finally, the expression of T o is obtained by straight calculations.
Next, we continue the analysis of M s and T o for matrices M such that
M (Rn ) = M t (Rn ) = (M + M t )(Rn ).
The following lemma shows that for these matrices, the s symmetrization corre-
sponds to the classical symmetrization on the (pseudo)inverses.
Lemma 2.2. Assume that M (Rn ) = M t (Rn ) = (M + M t )(Rn ). Then

(i) M s = (M t )s = 2 M + (M t ) ;
(ii) 2(M s ) = M + (M t ) .
Proof. Since B = M + M t is symmetric and M (Rn ) = M t (Rn ) = B(Rn ), there
exist nonsingular matrices P, , and R so that

t t 0 t R 0
P P = I, P BP = , and P M P = .
0 0 0 0
Then = R + Rt and

1 t s Rt 1 R 0
P M P = (P t M t P )(P t B P )(P t M P ) = .
2 0 0
Next we observe that
(Rt 1 R)1 = R1 (R + Rt )(Rt )1 = (Rt )1 + R1 = (R1 Rt )1 .
Hence the conclusions follow.

Note that the formula for (M s ) is no longer true in case (ii) of Theorem 2.1
since then M s = 0 according to Proposition 2.4. Now we reconsider condition (iii) of
Theorem 2.1.
Proposition 2.5. Assume that M (Rn ) = M t (Rn ) = (M +M t )(Rn ) and (M +
M t ) = 1. Then
(a) M , M t , and M s are PSBD if one of these matrices is so;
(b) assume that M is PSBD; then, either (M + M t ) 0 or M is copositive star.
Furthermore,
T o = {q = M u : u, M s u 0 and M s u 0}.
Proof. (a) Lemma 2.1 shows that M s and (M + M t ) have the same inertia. The
conclusion follows from Theorem 2.1, Corollary 2.1, and Lemma 2.2.
(b) Both M and M t are PSBD according to (a). Then one and only one of the
following inclusions holds:
T {z : M t z 0 and M z 0}
or
T {z : M t z 0 and M z 0}.
In the rst case, (M +M t ) is PSBD; hence (M +M t ) 0 in view of Corollary 2.1.

Assume that we are in the second case and M is not copositive. Then u 0
exists so that u, M u < 0. Hence, either u T , M u 0 and then u, M u 0 or
u T , M t u 0 and then u, M t u 0 as well. Both cases yield a contradiction.

Finally, it is easy to see that in the second case M is copositive star.
Set B = M + M t . Then
T T = {z : z, M z 0} = {z : z, Bz 0}.
Hence, in view of Proposition 2.3 and since B(Rn ) = M (Rn ), q T o T o if and

only if there is u such that q = M u and u, M s u 0. Next, M s is PSBD in view of
(a) and symmetric. It follows that M s 0 and T o T o = A A, where A is the
convex cone
A = {q = M u : u, M s u 0 and M s u 0}.
Since T o T o = {0}, then either A = T o or A = T o . Let u 0 and z T ,

then M s u 0, u, M s u 0, M t z 0, and z, M u = u, M t z 0. Hence, on the
one hand M (Rn+ ) A and on the other hand M (Rn+ ) T o . Thus A = T o .
Next, Theorem 2.1 is restated as follows.
Theorem 2.2. Assume that M is an n n matrix. Then M is PSBD if and
only if exactly one of the following conditions holds:
(i) M is PSD;
(ii) M = abt = 0 with a, b Rn , a = tb for all t > 0 and either b 0 or b 0;
(iii) rank(M ) 2, (M + M t ) = 1, M (Rn ) = M t (Rn ) = (M + M t )(Rn ), and
s
M 0.
Proof. Only the conditions Theorem 2.1(iii) and Theorem 2.2(iii) dier. Assume
that (M + M t ) = 1 and M (Rn ) = M t (Rn ) = (M + M t )(Rn ). Then M is PSBD if
and only if M s is PSBD and, according to Corollary 2.1, if and only if M s 0.
Remarks. (1) M = abt with a and b noncolinear is the only case, where M may
be PSBD and M t is not. Consider, for instance, at = (1, 1) and bt = (0, 1).
(2) Assume that M (Rn ) = M t (Rn ) = (M + M t )(Rn ), (M + M t ) = 1, and M
is PSBD. Then, according to Proposition 2.5, M is copositive (and copositive star as
well) if and only if the matrix (M + M t ) has a positive entry. An example of such a
matrix is

0 11 11 0 1
M= for which M s = .
1 0 5 1 0
(3) An invertible matrix can be PSBD while its inverse may not be. Consider the
matrix M of remark (2); then

1 0 1
(M 1 )s = ,
5 1 0
and hence M 1 is not PSBD.

3. Generalized monotone ane maps on the nonnegative orthant. In
this section, we consider the ane map F(x) = M x + q, where M is an n n matrix
and q Rn . A rst result is as follows.
Proposition 3.1. F is pseudomonotone on Rn+ if and only if

M t z 0 and z, q 0,
z Rn and z, M z < 0 or

M t z 0, z, q 0, and z, M z + q < 0.
Proof. It follows from the denition that F is pseudomonotone on Rn+ if and only
if for all z Rn we have

x 0, t 0, x + tz 0,
(Cz ) M x + q, z + tM z, z 0.
M x + q, z 0
Set
Z1 = {z : M z, z 0}, Z2 = {z : x 0, t 0, x + tz 0 M x + q, z < 0}.
By duality in linear programming, we have
Z2 = {z : q, z < 0 and M t z 0}.
Since condition (Cz ) holds when z Z1 Z2 , we assume now that z

/ Z1 Z2 . Then
condition (Cz ) is equivalent to the condition
0 q, z + inf [M t z, x + tM z, z : x + tz 0, M t z, x q, z].

x0,t0
The linear program is feasible. Hence, applying duality in linear programming again,
the condition is equivalent to
0 q, z + sup [rq, z : y + rM t z M t z, z, y M z, z].

y0,r0
This, in turn, is equivalent to 0 max(M1 , M2 , M3 ), where for i = 1, 2, 3
Mi = sup [(1 r)q, z : y (1 r)M t z, z, y M z, z],

rRi ,y0
with R1 = {1}, R2 = [0, 1), and R3 = (1, +).

Now M1 = since z / Z1 implies z, M z < 0.
M2 is nonnegative if and only if q, z 0, M t z 0, and r [0, 1), y exist so
that 0 y (1 r)M t z, and z, y z, M z < 0. Take r = 0, yi = 0 when zi 0
and yi = (1 r)(M t z)i when zi < 0. Then M t z 0 implies
z, y = M t z, z M t z, z + M t z, z = M t z, z.
Hence,
M2 0 q, z 0 and M t z 0.
In the same manner, M3 is nonnegative if and only if q, z 0, M t z 0 and

r > 1 exists so that (r 1)M t z, z M z, z < 0. Finally,
M3 0 q, z 0, M t z 0 and M t z, z < 0.
Summarizing, F is pseudomonotone on Rn+ if and only if

M tz 0 and z, q 0,

or
z Rn , z, M z < 0 M t z 0, z, q 0, and M t z, z < 0,

or

M tz 0 and z, q < 0.
Taking into account that M t z, z 0 when M t z 0, the last two conditions

are summarized in
M t z 0, z, q 0, and z, M z + q < 0.
This ends the proof.

A necessary and sucient condition for F to be quasi-monotone on Rn+ is easily
derived.
Proposition 3.2. F is quasi-monotone on Rn+ if and only if

M t z 0 and z, q 0,
z Rn , z, M z < 0 or

M t z 0 and z, q 0.
Proof. It is known [5] that an ane map F is quasi-monotone on Rn+ when

it is pseudomonotone on the interior of Rn+ . Let e be the vector of Rn+ with all
its entries equal to 1. It is clear that F is quasi-monotone on Rn+ if and only, for
all > 0, F is pseudomonotone on K = {x : x e}. Set x = x e and
F (x ) = M x + q = M x + (M e + q). Then F is pseudomonotone on K if and only
if F is so on Rn+ or, equivalently, if and only if for all z so that z, M z < 0 it follows
that

M t z 0 and M t z, e + z, q 0,
or

M t z 0, M t z, e + z, q 0, and M z + q, z + M t z, e < 0.
If M t z 0, then M t z, e > 0 and if M t z 0, then M t z, e < 0 and M t z, z 0.

Now let 0+ .
This proposition shows that M is PSBD when F is quasi-monotone (and, a for-
tiori, pseudomonotone) on Rn+ . Next, we analyze the condition on the sign of z, q.
Theorem 3.1. Assume that M is not PSD. Then F is quasi-monotone on Rn+
if and only if exactly one of the following conditions holds:
(i) M = abt , b = ta for all t > 0, and either (b 0 and q = ab with , 0)
or (b 0 and q = b a with , 0);
(ii) rank(M ) 2, q M (Rn ) = M t (Rn ) = (M + M t )(Rn ), (M + M t ) = 1,
and M s 0. Let x be such that q = M x. Then M s x, x 0 and M s x 0.
Proof. It follows from Proposition 3.2 that a nonmonotone map F is quasi-
monotone on Rn+ if and only if M is MPSBD and
z, M z 0 and M t z 0 z, q 0.
The last condition is equivalent to q T o . Then, the results follow from Theorem 2.2
and Propositions 2.4 and 2.5.
Remark. Assume that M (Rn ) = M t (Rn ) = (M + M t )(Rn ), (M + M t ) = 1,
and rank(M ) 2. Let F(x) = M (x + x) and G(x) = M t (x + x). Since M s = (M t )s ,
then quasi monotonicity of F on Rn+ is equivalent to quasi monotonicity of G on Rn+ .
Next, we return to pseudomonotonicity. The rst result concerns the case where
F is ane, but nonlinear.
Theorem 3.2. Assume that F is quasi-monotone on Rn+ and q = 0. Then F is
pseudomonotone on Rn+ .
Proof. Assume, for contradiction, that F is not pseudomonotone on Rn+ . Then

M is MPSBD and there exists z such that
z, M z < 0, M t z 0, q, z 0, and M t z, z + q, z = 0.
Hence
M t z, z = q, z = 0.
On the other hand
z int(T ) T {v : M t v 0, q, v 0}.
Thus z + tq int(T ) for t > 0 small enough. Then
0 q, z + tq = t q2 > 0,
a contradiction.
We are left with the linear case. Following Gowda [7], we dene a matrix M to
be pseudomonotone if the map F(x) = M x is pseudomonotone on the nonnegative
orthant.
The following lemma gives a rst characterization of pseudomonotone matrices.
Lemma 3.1. A matrix M is pseudomonotone if and only if M is PSBD and
z, M z < 0, M tz 0 M z = 0.
Proof. Assume that M is pseudomonotone. Then Proposition 3.1 implies that M

is PSBD and
z, M z < 0 and M tz 0 z, M z = M t z, z < 0.
Then M z = 0 cannot occur.

Conversely, assume that M is PSBD and not pseudomonotone. Then z exists so
that
z, M z < 0 and M tz 0 z, M z = M t z, z = 0.
For any v Rn , there exists t(v) > 0 so that
z + tv, M (z + tv) < 0 for all t [t(v), t(v)].
Hence, for such t
z + tv int(T ) = {u : M u, u < 0, M t u 0},
and therefore
0 M t z + tM t v.
Since z 0, for all t [t(v), t(v)], it holds that
0 M t z, z + tM t v, z = tv, M z .
Hence v, M z = 0 for all v Rn and therefore M z = 0.

It is clear that a PSD matrix is always pseudomonotone. Also, a pseudomonotone

matrix is necessarily copositive. Indeed M 0, x0 = 0 and F(x) = M x pseudomono-
tone on Rn+ imply M x, x 0 0 for all x 0. Now, in view of the remarks above,
we consider only matrices which are both MPSBD and copositive. We begin with
matrices of rank 1.
Proposition 3.3. Assume that a and b are two linearly independent and non-
negative vectors. Then M = abt is pseudomonotone if and only if
(C) bi = 0 ai = 0.
Proof. Assume that M is not pseudomonotone and condition (C) holds. Then
some z exists such that
z, M z < 0, M t z 0, and M z = 0.
Hence
b, z > 0, a, z < 0, and b, z = 0.
Condition (C), together with b, z = 0, implies that a, z = 0 and therefore
0 a, z + < a, z = 0.
Conversely, assume that there is some index i such that bi = 0 and ai > 0. Since b is
nonnull, there is j with bj > 0. Take t > 0 so that aj tai < 0 and let z Rn with
zi = t, zj = 1, and zl = 0 for all l = i, j. Then
a, zb, z = (aj tai )bj < 0 and M z = b, z a = 0.
Hence M is not pseudomonotone.

Next, the case of MPSBD matrices with rank greater than or equal to 2 is analyzed
below.
Proposition 3.4. Assume that M (Rn ) = M t (Rn ) = (M +M t )(Rn ) and (M +
t
M ) = 1. Then M is pseudomonotone if and only if M is PSBD and copositive.
Proof. We have only to prove the suciency. Assume that M is PSBD and
copositive, but not pseudomonotone. In view of Lemma 3.1, there exists z such that
z, M z < 0, M t z 0, and M z = 0.
Since M (Rn ) = M t (Rn ), then Ker(M ) = Ker(M t ). Hence, M t z = 0. Then
0 > z, M z = z + z , M (z + z ) = z + , M z + 0.
All the above results are summarized in the following theorem.

Theorem 3.3. A matrix M is pseudomonotone if and only if it is PSBD and
copositive with the additional condition in case M = abt that (ai = 0 whenever bi = 0).
In fact, the class of pseudomonotone matrices coincides with the class of matrices
which are both PSBD and copositive star.
Remark. Gowda [9] conjectured that pseudomonotonicity of M implies pseudo-
monotonicity of M t . This is true when M is PSD. This is also true when rank(M ) 2
in view of the above proposition and Proposition 2.5. However, it is no longer true
for matrices of rank 1. Take M = abt with a = (1, 0)t and b = (1, 1)t . Then M and
M t are PSBD and copositive, M is pseudomonotone, but M t is not.
4. The LCP. In this section, we consider the LCP
(LCP) nd x 0 so that M x + q 0 and M x + q, x = 0,

and the quadratic program associated with (LCP):
(QP) m = inf[ f (x) = M x + q, x : x 0, M x + q 0].
We introduce the following sets:

E = {x : x 0, M x + q = 0},
F = {x : x 0, M x + q 0},
S = {x : x 0, M x + q 0, x, M x + q = 0},
Q = {x : x 0, M x + q 0, x, M x + q = m}.
Obviously E S F , m is nonnegative and x S if and only if x Q and m = 0.
F , S, and Q are called the feasible set of (LCP) (and also of (QP)), the solution
set of (LCP), and the optimal solution set of (QP), respectively.
(LCP) and (QP) are said to be feasible if F = and (LCP) is said to be solvable
if S = . As before, we set F(x) = M x + q. We show the following.
Proposition 4.1. (a) (LCP) is feasible if and only if
u 0, M tu 0 q, u 0.
(b) Assume that (LCP) is feasible. Then E = F (hence S = E = F ) if and only

if there exists u > 0 such that M t u 0 and q, u = 0.
(c) Assume that F is quasi-monotone on Rn+ and M is not PSD. Then (LCP) is
feasible if and only if
u 0, M tu 0 q, u = 0.
(d) Assume that (LCP) is feasible, F is quasi-monotone on Rn+ , and M is not

PSD. Then E = F (and hence E = F = S) if and only if there exists u > 0 such that
M t u 0.
Proof. (a) As shown in ([1, p. 111]), the result is a direct consequence of Farkas
lemma.
t
(b) Let e = (1, . . . , 1) Rn . Then F = and M x + q = 0 for all x F if and
only if
0 = sup [M x + q, e : x 0, M x q] .
x
Hence, by duality in linear programming again, if and only if

0 = inf q, y + e : y 0, M t (y + e) 0 .
y
Take u = y + e.
(c) It is easily seen from Proposition 3.2 that
u 0, M tu 0 q, u 0.
Combine with (a).

(d) Combine (b) and (c).
Now, we assume that F is quasi-monotone on Rn+ , (LCP) is feasible, and F = E.
The conjunction of these assumptions has strong implications, as shown below.
Proposition 4.2. Assume that F is quasi-monotone on Rn+ and x 0 exists so

that M x + q 0, M x + q = 0. Then M is copositive.
Proof. Let u > 0 and t > 0. Then,
M x + q, x + tu x > 0.
Hence, since F is quasi-monotone,
M (x + tu) + q, x + tu x = tM x + q, u + t2 M u, u 0.
Let t +. Then M is copositive on the positive orthant and, by continuity, on the

nonnegative orthant as well.
We continue the analysis of (LCP) in the special case where the matrix M has
rank 1. In this case, the solution set can be completely described. Assume that F
is quasi-monotone on Rn+ and M is copositive. Then, without loss of generality, we
consider the case F(x) = M x + q, where

M = abt with a, b Rn+ , a, b = 0,
(H)
0 = q = a b, 0, 0.
Proposition 4.3. Assume that (H) holds. Then (LCP ) is feasible if and only
if either ( = 0) or (ai > 0 whenever bi > 0).
Proof. According to Proposition 4.1, F is nonempty if and only if
y 0, a, yb 0 q, y 0.
Hence, since 0 = b 0 and a, y 0 for all y 0, F is nonempty if and only if
y 0, a, y = 0 b, y 0.
On the other hand, b, y 0 for all y 0. The conclusion follows.

Theorem 4.1. Assume that (H) holds and (LCP ) is feasible. Let = max [bi /ai :
i such that ai > 0]. Then S = Rn+ S, where

a, x = 0 if = 0,
x S a, x = b, x = 0 if ,

a, x = b, x = if 0 < .
Proof. Note that for = 0, is positive in view of Proposition 4.3. Set =

min {bi /ai : i such that ai > 0}. From the denition, x S if and only if
x 0, (b, x + )a b and a, xb, x + a, x b, x = 0.
For x 0, we analyze the following cases in succession.

(i) a, x = 0. Then, by Proposition 4.3, b, x = 0. Hence, x S if and only
if either = 0 or ( and b, x = 0).
(ii) a, x =
0 and b, x = 0. Then, x S if and only if = = 0.
(iii) a, x = 0 and b, x =
0. Then, x S if and only if = 0 and

b, x and = 1.
a, x b, x
For r > 0 such that 1 r( ), let us dene

1
Sr = x : x 0, b, x = , and =1 .
r a, x b, x
Then x S if and only if x Sr for some r such that 1 r( ). Thus, we are
led to analyze the nonemptyness of Sr .
By Farkas lemma ([1, p. 109])

1
Sr = x : x 0, b, x = , a, x =
r 1 + r
is nonempty if and only if
1
y R2 and by1 + ay2 0 y1 + y2 0.
r 1 + r
If y2 > 0, then only y1 < 0 is to be considered, and the implication yields
1
( ).
r
For this recall that bi = 0 when ai = 0. If y2 < 0, then the above implication yields
1
( ).
r
Since, we are considering only real r such that 1 r( ), there is only one r such
that 1 = r( ).
Therefore in case (iii), x S if and only if
x0 and a, x = b, x = > 0.
Summarizing, we get the expression for S.
Now, we consider the case where rank(M ) 2. We begin with the relationship
between (LCP) and (QP). The quadratic function f (x) = M x + q, x is convex if
the map F (x) = M x + q is monotone. But f is not necessarily pseudoconvex on Rn+
if F is only pseudomonotone on Rn+ , as shown below.
Example.

1 2 1 1
M= , x = , and q = M x = .
1 0 1 1
Then

8 4 4
Ms = , M s x = , and M s x, x = 0.
4 0 4
It follows that F (x) = M x + q is pseudomonotone on Rn+ while f (x) = M x +
q, x is not pseudoconvex on Rn+ since the matrix (M + M t ) has a positive entry, in
contradiction with Martos characterization in [16].
Assume that F = , i.e., (QP) is feasible. Since the optimal value m of the
quadratic program (QP) is nite, (QP) has an optimal solution in view of the Frank
Wolfe theorem [6]. Also, an optimal solution of (QP) is a KarushKuhnTucker
(KKT) point of the program. Denote by K the set of the KKT points of (QP). Then,

x 0, M x + q 0, and there are u 0, v 0 so that
K= x: .
(M + M t )x + q = u + M t v, x, u = M x + q, v = 0
For x K, let us dene

u 0, v 0, x, u = M x + q, v = 0,
K(x) = (u, v) : .
and (M + M t )x + q = u + M t v
Two questions are of interest for an (LCP) [2]: Do the set of the solutions of
(LCP), the set of the optimal solutions of (QP), and the set of the KKT points of
(QP) coincide?; and Is the set of the solutions of (LCP) (polyhedral) convex? We
will see below that both of these questions receive positive answers if the map F is
pseudomonotone. We rst present the following three lemmas.
Lemma 4.1. Assume that 0 = a Rn and A is an n n symmetric matrix which
is not PSD.
(i) The condition
(4.1) a, h = 0 = Ah, h 0
holds if and only if a A(Rn ) and A a, a 0.

(ii) Assume that (4.1) holds and a, d = 0. Then
Ad, d = 0 Ad = a for some .
Proof. For the rst statement, see Crouzeix and Ferland [3]; for the second one,
see Crouzeix, Marcotte, and Zhu [4].
Lemma 4.2. Assume that F(x) = M x + q is quasi-monotone on Rn+ and M is
not PSD. Then the implication
M x + q, h = 0 = M h, h 0
holds for all x 0 such that M x + q = 0.

Proof. The map is quasi-monotone (and pseudomonotone) on the positive orthant
if and only if the condition holds for all x > 0 [5, 15]. We are left with the points
on the boundary. Let x 0 such that M x + q = 0. Consider a sequence {xk } of
positive vectors converging to x. Then, by Lemma 4.1, M xk + q (M + M t )(Rn ) and
(M + M t ) (M xk + q), M xk + q 0. Now we pass to the limit and apply Lemma
4.1 again.
Lemma 4.3. Let M be an MPSBD matrix with rank(M ) 2. Assume that
M s u, u = M s v, v = M s u, v = 0. Then M v and M u are colinear.
Proof. Set B = M + M t . As in the proof of Proposition 2.3, we consider P
invertible, 2 positive denite diagonal, and 1 < 0 such that

1 0 0
P t P = I and P t BP = 0 2 0 .
0 0 0
Set x = P t M u and y = P t M v. The condition on the ranges of M, M t , and (M + M t )

imply that x3 = y3 = 0. Then
1 2 1 1 2 1
1 x1 + 2 x2 , x2 = 1 y1 + 2 y2 , y2 = 0.
Since 2 is positive denite, x = 0 (y = 0) if and only if x1 = 0 (y1 = 0). Hence,

without loss of generality, we assume that x1 = y1 = 1. For t [0, 1], set w =
u + t(v u) and z = P t M w. Then z1 = 1, M s w, w = 0, and
1 1 1 1
1 + 2 z2 , z2 = 1 + 2 (x2 + t(y2 x2 )), x2 + t(y2 x2 ) = 0.
Since the equality is true for all t [0, 1] and 2 is positive denite, we have y2 = x2 .
The conclusion follows.
Theorem 4.2. Assume that F is pseudomonotone on Rn+ , rank(M ) 2, and
(LCP) is feasible. Then S = K = Q = .

Proof. (a) Let x K and u, v K(x). Then
(4.2) M x + q = u + M t (v x).
Hence,
M x + q, v x = u, v x + M t (v x), (v x),
(4.3) M x + q, x + u, v + M (v x), (v x) = 0.
Equation (4.2) implies also that
(4.4) M v + q = u + (M + M t )(v x),
(4.5) M v + q, v = u, v + (M + M t )(v x), v.
Again in view of (4.2), we have
M x + q, x = u, x + M t (v x), x,

M x + q, x = M x + q, v M x + q, x + q, x v,
(4.6) 2M x + q, x = q, x v.
(b) First, we consider the case where M is PSD. Then all three quantities in (4.3)
are nonnegative; hence they are null and x S.
(c) Next, we consider the case where M is MPSBD. Assume, for contradiction,
that x / S. Then, (4.3) and (4.6) imply that both quantities M (v x), v x
and q, v x are negative. Since F is pseudomonotone, Proposition 3.1 implies that
M t (v x) 0. Hence (4.2) implies
0 < M x + q, x = M t (v x), x 0,
a contradiction.
Theorem 4.3. Assume that F is pseudomonotone on Rn+ , (LCP) is feasible, and
rank(M ) 2. Then S is a polyhedral convex set. In particular, let x S be given
such that M x + q = 0. Then

y 0, M y + q 0, M x + q, y = q, y x = 0,
S= y: .
(M + M t )(y x) = (M x + q) for some
Furthermore, if = 0, then M is MPSBD, (M + M t ) q, q = 0, and M x, M y, and

q are colinear.
Proof. (i) Assume that x, y S. Then M x + q, y x = M x + q, y 0 and
M y + q, x y = M y + q, x 0. Since F is pseudomonotone on Rn+ , it follows that
M y + q, y x 0 and M x + q, x y 0. Hence,
M x + q, y x = M y + q, y x = 0.
It follows that
M (y x), (y x) = 0.
First, assume that M is PSD. Then (M + M t )(y x) = 0 = 0(M x + q).

Next, assume that M is MPSBD. Then Lemmas 4.1 and 4.2 ensure the existence
of and such that
(4.7) (M + M t )(y x) = (M x + q) = (M y + q).
Obviously, (4.7) holds if M is PSD.

Furthermore, the equalities
M x + q, x = M x + q, y = M y + q, x = M y + q, y = 0
imply that for all t,
r(t) = f (x + t(y x)) = (1 t)(M x + q) + t(M y + q), (1 t)x + ty = 0.
Hence
0 = r (0) = (M + M t )x + q, y x = x, (M + M t )(y x) + q, y x.
Then (4.7) yields
0 = x, M x + q + q, y x = q, y x.
We have proved that

y 0, M y + q 0, M x + q, y = q, y x = 0,
ST = y: .
(M + M t )(y x) = (M x + q) for some
Next, assume that (M +M t )(yx) = 0. Then M is MPSBD and and are non-
zero. If q = 0, then M x, M y, and q are obviously colinear in view of (4.7). Assume
that q = 0. We know by Theorem 3.1 that x exists so that M x = q, M s x, x 0,
and M s x 0. Since M (Rn ) = M t (Rn ) = (M + M t )(Rn ), there is w Ker(M ) =
Ker(M t ) = Ker((M + M t )) such that
y x = (M + M t ) M (x + x) + w.
Then
0 = 2q, y x = 2x, M t (y x) = x, M s (x + x) = (M s x, x + x, M s x).
Recall that = 0, M s is symmetric, M s x, x 0, x 0, and M s x 0. Hence

0 = M s x, x = M s x, x = 2(M + M t ) q, q. On an other hand,
0 = 2M x + q, y x = 2x, M t (y x) = M s (x + x), x.
It follows that M s x, x = 0 and, by Lemma 4.3, that M x and q = M x are colinear.

In the same manner, it can be proved that M y and q are colinear too.
(ii) Now we prove that T S. Let y T . Then
1
f (y) = M y + q, y = f (x) + (M + M t )x + q, y x + (M + M t )(y x), (y x).
2
f (x) = 0 since x S. M x + q, y x = 0 since x, y T . Hence, the second and the

third terms are also zero and y S.
(iii) It is clear that T is a polyhedral convex set.
We give an example for the case where is not zero.

0 11 s 11 0 1 11
M= , M = , q= .
1 0 5 1 0 0
Then S = {0} [0, ).

In the special case where M is PSD, the characterization of S in Theorem 4.3
is given already in ([1, p. 142]). From [2] it is known that convexity of the set of
solutions of (LCP) implies polyhedrality of this set. Theorem 4.3 gives an explicit
characterization of the set if one solution is known.
Gowda [8] proved that feasibility implies solvability if F is pseudomonotone on
Rn+ . Theorem 3.2 shows that this is the case if q = 0 and F is quasi-monotone on Rn+ .
5. Concluding remarks. Positive subdeniteness appears to be the good con-

cept to characterize generalized monotone ane maps on the nonnegative orthant as
well as pseudomonotone matrices. It leads to new characterizations that recover all
previous ones and are more simple.
When M is symmetric, then M s = M and Theorem 3.1 corresponds to the
characterization of quasi-convex quadratic functions on the nonnegative orthant rst
given by Martos [16, 17]. Pseudomonotone maps on Rn+ and pseudomonotone matrices
have been studied by Gowda [7, 8, 9]. Gowdas characterizations are related to our
Proposition 3.1. For instance, Gowdas characterization of pseudomonotonicity of
ane maps is as follows [8, Theorem 2].
Proposition 5.1. F is pseudomonotone
on Rn+ if and only if
M z 0 and z, M z + q 0,
t
n
(a) z R , z, M z < 0 or

M t z 0 and z, M z + q 0;
(b) z, M z + q 0 z, M z + + q 0.
Crouzeix and Schaible [5] have derived characterizations of generalized monotone
ane maps on a convex set from the rst-order conditions of pseudomonotonicity on
an open convex set [15]. When specialized to the nonnegative orthant, their result is
as follows.
Proposition 5.2. F is quasi-monotone on Rn+ (and pseudomonotone on int(Rn+ ))
if and only if one of the following conditions holds:
(i) M is PSD;
(ii) M has rank 1, q (M + M t )(Rn ) M (Rn ), q, (M + M t ) q 0, and
M t (M + M t ) q 0;
(iii) (M + M t ) = 1, (M + M t )(Rn ) = M (Rn ), M s is conegative, there is x so
that M x = q, and either (Rn+ W and x W ) or (Rn+ W and x W ), where
W is a closed convex cone such that W W = {w : w, M s w 0}.
Finally, the dierent results in this paper show that nonsymmetric matrices of
rank 1 require a separate treatment.
Acknowledgments. The authors would like to thank the referees for their sug-
gestions which helped to improve the presentation of our results. The fourth author
gratefully acknowledges the hospitality and the support of Universite Blaise Pascal
for his visit in June 1997.
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8 Positive Subdefinite Matrices, Generalized Monotonicity, and Linear Complementarity Problems

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SIAM J. MATRIX ANAL. APPL.

c 2000 Society for Industrial and Applied Mathematics

POSITIVE SUBDEFINITE MATRICES,

AND LINEAR COMPLEMENTARITY PROBLEMS

Key words. positive subdeniteness, copositivity, copositivity star, generalized monotonicity,

AMS subject classications. Primary, 26B25; Secondary, 90C26, 90C33

1. Introduction and notation. Let F : Rn+ Rn , where Rn+ denotes the

Batouta, Rabat, Morocco (hassouni@fsr.ac.ma, amale lahlou@usa.net).

Monotonicity, pseudomonotonicity, and quasi monotonicity have been introduced

optimization problems, variational inequality problems, xed point problems, saddle-

C o = {x : x, x  0 for all x C}.

It is known that C = C oo if and only if C is a closed convex cone.

We denote by M s the matrix

Here the symbol s indicates symmetrization: M s is always symmetric and M s = M

M tx 0 whenever x 0, M x 0 and x, M x = 0.

M 0 means that all entries of M are nonpositive.

In(B) = (+ (B), (B), 0 (B)),

2. Positive subdenite matrices. We call an n n matrix M positive subdef-

z, M z < 0 implies either M t z 0 or M t z 0.

a, zb, z < 0 implies either a, zb 0 or a, zb 0,

Bz1 = 21 z1 , Bz2 = 22 z2 , z1 2 = z2 2 = 1,

1 2 < 0 and z1 , z2  = 0.

z(t), Bz(t) = 2t2 1 + 2(1 t)2 2 < 0.

Hence 0 = M t z(t) = tM t z1 + (1 t)M t z2 Rn+ Rn+ . Since M t z(0) 0 and

z(t), Bz(t) = 21 < 0.

Hence for all t R

0 = M t z(t) = M t z1 + tM t z0 Rn+ Rn+ .

It follows that M t z0 = 0 because of M t z1 = 0. Then M z0 = 0 as well.

Although M itself is nonsymmetric, Proposition 2.2 shows that symmetric matri-

int(T ) int(T ) = {z : Bz, z < 0}.

Furthermore, T o T o = {0} and

Proof. It follows from the assumptions that an n n matrix P , a positive denite

Let us determine T o . By denition, z = P y T o if and only if

Hence z = P y T o if and only if

which gives the result.

(2.1) either T {z : M t z 0} or T {z : M t z 0}.

By polarity on closed convex cones, the last condition is equivalent to

(2.2) either T o M (Rn+ ) or T o M (Rn+ ).

(a) Assume that M is MPSBD. Then M s is conegative because of condition (2.2).

Corollary 2.1. Assume that M is a symmetric n n matrix and (M ) = 1.

Henceforth, we assume that

T {z : M t z 0} so that int (T ) = {z : z, M z < 0, M t z 0}.

We begin with the analysis of M s and T o for matrices of rank 1.

a = au, b = bv, and u, v = cos 2.

(i) Assume that a and b are colinear. Then

(ii) Assume that a and b are noncolinear. Then M s = 0 and

P t P = I, P t u = cos e1 + sin e2 , and P t v = cos e1 sin e2 ,

Next, it is easily seen that Rs = 2Rt (R + Rt ) R = 0. Then M s = 0 as already shown

Next, we continue the analysis of M s and T o for matrices M such that

M (Rn ) = M t (Rn ) = (M + M t )(Rn ).

Next we observe that

(Rt 1 R)1 = R1 (R + Rt )(Rt )1 = (Rt )1 + R1 = (R1 Rt )1 .

Hence the conclusions follow.

T o = {q = M u : u, M s u 0 and M s u 0}.

In the rst case, (M +M t ) is PSBD; hence (M +M t ) 0 in view of Corollary 2.1.

u T , M t u 0 and then u, M t u 0 as well. Both cases yield a contradiction.

T T = {z : z, M z 0} = {z : z, Bz 0}.

Hence, in view of Proposition 2.3 and since B(Rn ) = M (Rn ), q T o T o if and

A = {q = M u : u, M s u 0 and M s u 0}.

Since T o T o = {0}, then either A = T o or A = T o . Let u 0 and z T ,

and hence M 1 is not PSBD.

Z1 = {z : M z, z 0}, Z2 = {z : x 0, t 0, x + tz 0 M x + q, z < 0}.

By duality in linear programming, we have

C o = {x : x, x 0 for all x C}.

M tx 0 whenever x 0, M x 0 and x, M x = 0.

z, M z < 0 implies either M t z 0 or M t z 0.

a, zb, z < 0 implies either a, zb 0 or a, zb 0,

Bz1 = 21 z1 , Bz2 = 22 z2 , z1 2 = z2 2 = 1,

1 2 < 0 and z1 , z2 = 0.

z(t), Bz(t) = 2t2 1 + 2(1 t)2 2 < 0.

z(t), Bz(t) = 21 < 0.

int(T ) int(T ) = {z : Bz, z < 0}.

T {z : M t z 0} so that int (T ) = {z : z, M z < 0, M t z 0}.

a = au, b = bv, and u, v = cos 2.

(Rt 1 R)1 = R1 (R + Rt )(Rt )1 = (Rt )1 + R1 = (R1 Rt )1 .

T o = {q = M u : u, M s u 0 and M s u 0}.

u T , M t u 0 and then u, M t u 0 as well. Both cases yield a contradiction.

T T = {z : z, M z 0} = {z : z, Bz 0}.

A = {q = M u : u, M s u 0 and M s u 0}.

Z1 = {z : M z, z 0}, Z2 = {z : x 0, t 0, x + tz 0 M x + q, z < 0}.

Z2 = {z : q, z < 0 and M t z 0}.

0 q, z + inf [M t z, x + tM z, z : x + tz 0, M t z, x q, z].

0 q, z + sup [rq, z : y + rM t z M t z, z, y M z, z].

Mi = sup [(1 r)q, z : y (1 r)M t z, z, y M z, z],

In the same manner, M3 is nonnegative if and only if q, z 0, M t z 0 and

M3 0 q, z 0, M t z 0 and M t z, z < 0.

Taking into account that M t z, z 0 when M t z 0, the last two conditions

M t z 0, z, q 0, and z, M z + q < 0.

If M t z 0, then M t z, e > 0 and if M t z 0, then M t z, e < 0 and M t z, z 0.

z, M z 0 and M t z 0 z, q 0.

z, M z < 0, M t z 0, q, z 0, and M t z, z + q, z = 0.

z int(T ) T {v : M t v 0, q, v 0}.

0 q, z + tq = t q2 > 0,

z, M z < 0 and M tz 0 z, M z = M t z, z < 0.

z, M z < 0 and M tz 0 z, M z = M t z, z = 0.

z + tv, M (z + tv) < 0 for all t [t(v), t(v)].

z + tv int(T ) = {u : M u, u < 0, M t u 0},

Hence v, M z = 0 for all v Rn and therefore M z = 0.

z, M z < 0, M t z 0, and M z = 0.

b, z > 0, a, z < 0, and b, z = 0.

0 a, z + < a, z = 0.

a, zb, z = (aj tai )bj < 0 and M z = b, z a = 0.

z, M z < 0, M t z 0, and M z = 0.

(LCP) nd x 0 so that M x + q 0 and M x + q, x = 0,

(QP) m = inf[ f (x) = M x + q, x : x 0, M x + q 0].

y 0, a, yb 0 q, y 0.

Hence, since 0 = b 0 and a, y 0 for all y 0, F is nonempty if and only if

On the other hand, b, y 0 for all y 0. The conclusion follows.

x 0, (b, x + )a b and a, xb, x + a, x b, x = 0.

(4.1) a, h = 0 = Ah, h 0

holds if and only if a A(Rn ) and A a, a 0.

Ad, d = 0 Ad = a for some .

Since 2 is positive denite, x = 0 (y = 0) if and only if x1 = 0 (y1 = 0). Hence,

M x + q, v x = u, v x + M t (v x), (v x),

(4.3) M x + q, x + u, v + M (v x), (v x) = 0.