Randomized pivot algorithms for P-matrix linear complementarity problems

Randomized pivot algorithms for P-matrix linear complementarity problems

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Article ID: iaor20031168
Country: Germany
Volume: 92
Issue: 2
Start Page Number: 285
End Page Number: 296
Publication Date: Jan 2002
Journal: Mathematical Programming
Authors:
Keywords: complementarity
Abstract:

We study orientations of the n-cube that come from simple principal pivot algorithms for the linear complementarity problem wiith a P-matrix. We show that these orientations properly generalize those that are obtained from linear objective functions on polytopes combinatorially equivalent to the cube. The orientations from LCP with a P-matrix may admit directed cycles. We give a sequence of problems on which the algorithm RANDOM-EDGE performs very badly.

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