On the Lipschitz continuity of the solution map in semidefinite linear complementarity problems

In this paper, we investigate the Lipschitz continuity of the solution map in semidefinite linear complementarity problems. For a monotone linear transformation defined on the space of real symmetric n × n matrices, we show that the Lipschitz continuity of the solution map implies the globally uniquely solvable (GUS)-property. For Lyapunov transformations with the Q-property, we prove that the Lipschitz continuity of the solution map is equivalent to the strong monotonicity property. For the double-sided multiplicative transformations, we show that the Lipschitz continuity of the solution map implies the GUS-propeity. © 2005 INFORMS.