A BLOCK PRINCIPAL PIVOTING ALGORITHM FOR LARGE-SCALE STRICTLY MONOTONE LINEAR COMPLEMENTARITY-PROBLEMS

Authors
JUDICE JJ PIRES FM
Citation
Jj. Judice et Fm. Pires, A BLOCK PRINCIPAL PIVOTING ALGORITHM FOR LARGE-SCALE STRICTLY MONOTONE LINEAR COMPLEMENTARITY-PROBLEMS, Computers & operations research, 21(5), 1994, pp. 587-596
Citations number
34
Categorie Soggetti
Operatione Research & Management Science","Operatione Research & Management Science","Computer Science Interdisciplinary Applications","Engineering, Industrial
Journal title
Computers & operations research → ACNP
ISSN journal
03050548
Volume
21
Issue
5
Year of publication
1994
Pages
587 - 596
Database
ISI
SICI code
0305-0548(1994)21:5<587:ABPPAF>2.0.ZU;2-H
Abstract
In this paper a finite block principal pivoting algorithm for the solu tion of strictly monotone linear complementarity problems is introduce d. The algorithm combines a fast block strategy with a single principa l pivoting technique that enables finite convergence. Computational ex perience with large-scale linear complementarity problems illustrates the efficiency of the procedure.