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

We give a polynomial-time dynamic programming algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P-matrices. We briefly review three known tractable matrix classes and show that none of them contains all tridiagonal P-matrices.

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Veröffentlicht in:arXiv.org 2011-12
Hauptverfasser: Gärtner, Bernd, Sprecher, Markus
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Dynamic programming
Mathematical analysis
Polynomials
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Zusammenfassung:We give a polynomial-time dynamic programming algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P-matrices. We briefly review three known tractable matrix classes and show that none of them contains all tridiagonal P-matrices.
ISSN:2331-8422