A polynomial‐time algorithm for the tridiagonal and Hessenberg P‐matrix linear complementarity problem

A polynomial‐time algorithm for the tridiagonal and Hessenberg P‐matrix linear complementarity problem

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Article ID: iaor20127756
Volume: 40
Issue: 6
Start Page Number: 484
End Page Number: 486
Publication Date: Nov 2012
Journal: Operations Research Letters
Authors: ,
Keywords: complementarity
Abstract:

We give the first polynomial‐time algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P‐matrices.

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