ON FINITE TERMINATION OF AN ITERATIVE METHOD FOR LINEAR COMPLEMENTARITY-PROBLEMS

Based on a well-known reformulation of the linear complementarity prob lem (LCP) as a nondifferentiable system of nonlinear equations, a Newt on-type method will be described for the solution of LCPs. Under certa in assumptions, it will be shown that this method has a finite termina tion property, i.e., if an iterate is sufficiently close to a solution of LCP, the method finds this solution in one step. This result will be applied to a recently proposed algorithm by Harker and Pang in orde r to prove that their algorithm also has the finite termination proper ty.