On a Variable Dimension Algorithm for the Linear Complementarity Problem
- Van der Heyden, Ludo
View in ORKG Publication date
January 1984 Publisher
EliScholar – A Digital Platform for Scholarly Publishing at Yale Language
EnglishAbstract
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