A new polynomial time method for a linear complementarity problem

A new polynomial time method for a linear complementarity problem

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Article ID: iaor1993781
Country: Netherlands
Volume: 56
Issue: 1
Start Page Number: 31
End Page Number: 43
Publication Date: Aug 1992
Journal: Mathematical Programming (Series A)
Authors:
Keywords: computational analysis
Abstract:

The purpose of this paper is to present a new polynomial time method for a linear complementarity problem with a positive semi-definite matrix. The method follows a sequence of points. If the sequence on a path is generated, a path following method can be constructed, and if the sequence based on a potential function is generated, a potential reduction method can be constructed. The method has the advantage that it requires at most equ1iterations for any initial feasible point whose components lie between equ2and equ3.

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