Least-index resolution of degeneracy in linear complementarity problems with sufficient matrices

Least-index resolution of degeneracy in linear complementarity problems with sufficient matrices

This paper deals with the principal pivoting method (PPM) for the linear complementarity problem (LCP). It is shown here that when the matrix $M$ of the LCP $(q,M)$ is (row and column) sufficient, the incorporation of a least-index pivot selection rule in the PPM makes it a finite algorithm even whe...

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Veröffentlicht in:SIAM journal on matrix analysis and applications 1992-10, Vol.13 (4), p.1131-1141
Hauptverfasser: COTTLE, R. W, YO-YIEH CHANG
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Variables
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Zusammenfassung:This paper deals with the principal pivoting method (PPM) for the linear complementarity problem (LCP). It is shown here that when the matrix $M$ of the LCP $(q,M)$ is (row and column) sufficient, the incorporation of a least-index pivot selection rule in the PPM makes it a finite algorithm even when the LCP is degenerate.
ISSN:0895-4798
1095-7162
DOI:10.1137/0613068