| Article ID: | iaor1995722 |
| Country: | United Kingdom |
| Volume: | 21 |
| Issue: | 5 |
| Start Page Number: | 587 |
| End Page Number: | 596 |
| Publication Date: | May 1994 |
| Journal: | Computers and Operations Research |
| Authors: | Judice Joaquim J., Pires Fernanda M. |
| Keywords: | programming: mathematical |
In this paper a finite block principal pivoting algorithm for the solution of strictly monotone linear complementarity problems is introduced. The algorithm combines a fast block strategy with a single principal pivoting technique that enables finite convergence. Computational experience with large-scale linear complementarity problems illustrate the efficiency of the procedure.