Bard-type methods for the linear complementarity problem with symmetric positive definite matrices

Bard-type methods for the linear complementarity problem with symmetric positive definite matrices

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Article ID: iaor1989710
Country: United Kingdom
Volume: 2
Start Page Number: 51
End Page Number: 68
Publication Date: Nov 1988
Journal: IMA Journal of Mathematics Applied in Business and Industry
Authors: ,
Keywords: programming: quadratic, matrices
Abstract:

In this paper, the authors develop two heuristic Block Bard-type methods for solving linear complementarity problems with P-matrices. Two implementations of these algorithms for sparse symmetric P (positive definite) matrices without special structure are described. A computational study of these methods is also presented, and shows that the heuristic methods are quite efficient for the soluion of large-scale linear complementarity problems with such matrices.

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