Article ID: | iaor20127756 |
Volume: | 40 |
Issue: | 6 |
Start Page Number: | 484 |
End Page Number: | 486 |
Publication Date: | Nov 2012 |
Journal: | Operations Research Letters |
Authors: | Grtner Bernd, Sprecher Markus |
Keywords: | complementarity |
We give the first polynomial‐time algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P‐matrices.