On a Variable Dimension Algorithm for the Linear Complementarity Problem

In an earlier paper we presented a variable dimension algorithm for solving the linear complementarity problem (LCP). We now extend the class of LCP's that can be solved by this algorithm to include LCP's with copositive plus coefficient matrices. The extension, inspired by Lemke [1965], is obtained by introducing an artificial dimension and by applying the variable dimension algorithm to the enlarged LCP.

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Year of publication:	1984-01
Authors:	Heyden, Ludo Van der
Institutions:	Cowles Foundation for Research in Economics, Yale University

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Extent:	application/pdf
Series:	Cowles Foundation Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	CFP 511. Published in Mathematical Programming (1980), 19: 328-346 The price is None Number 689 12 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005593532