An Algorithm for the Linear Complementarity Problem

作     者：Watson, Layne T. 

作者机构：Department of Mathematics Michigan State University East Lansing Michigan 48824 United States 

出 版 物：《International Journal of Computer Mathematics》 (Int J Comput Math)

年 卷 期：1978年第6卷第4期

页      面：319-325页

主　　题：Bard's algorithm complementarity implicit pivoting linear complementarity problem n-cycle algorithm nonlinear programming numerical stability quadratic programming stable algorithm 

摘      要：A practical algorithm for solving the linear complementarity problem [w — Mz = q, w0. z 0. wz=0] is presented. This algorithm is based on the n-cycle algorithm, which is known to converge if M is a nondegenerate Q-matrix. A brief survey of other available algorithms is also given. Some typical test results are included. © 1978, Taylor & Francis Group, LLC. All rights reserved.