On extremal behaviors of Murty’s least index method

On extremal behaviors of Murty’s least index method

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Article ID: iaor19961393
Country: Netherlands
Volume: 64
Issue: 3
Start Page Number: 365
End Page Number: 370
Publication Date: May 1994
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: linear complementarity
Abstract:

In this note, the authors observe some extremal behaviors of Mutry’s least index method for solving linear complementarity problems. In particular, they show that the expected number of steps for solving Murty’s exponential example with a random permutation of variable indices is exactly equal to n, where n is the size of the input square matrix.

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