A short proof of finiteness of Murty’s principal pivoting algorithm

A short proof of finiteness of Murty’s principal pivoting algorithm

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Article ID: iaor1991686
Country: Netherlands
Volume: 46
Issue: 2
Start Page Number: 255
End Page Number: 256
Publication Date: Feb 1990
Journal: Mathematical Programming (Series A)
Authors:
Abstract:

The paper gives a short proof of the finiteness of Murty’s principal pivoting algorithm for solving the linear complementarity problem y=Mz+q, yTz=0, z≥0 with P-matrix M.

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