AN ALGORITHM FOR THE LINEAR COMPLEMENTARITY-PROBLEM WITH A P(0)-MATRIX

Authors
VENKATESWARAN V
Citation
V. Venkateswaran, AN ALGORITHM FOR THE LINEAR COMPLEMENTARITY-PROBLEM WITH A P(0)-MATRIX, SIAM journal on matrix analysis and applications, 14(4), 1993, pp. 967-977
Citations number
21
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on matrix analysis and applications → ACNP
ISSN journal
08954798
Volume
14
Issue
4
Year of publication
1993
Pages
967 - 977
Database
ISI
SICI code
0895-4798(1993)14:4<967:AAFTLC>2.0.ZU;2-6
Abstract
This paper presents an algorithm for solving the linear complementarit y problem (LCP) with a P0-matrix (i.e., a matrix with all principal mi nors nonnegative). The method is based on solving a perturbed problem for an arbitrarily small perturbation. To that end, a Bard-type algori thm for performing computations with rational functions is developed. The algorithm has been tested on random P0-matrix problems that are re adily constructed. The results appear to bear out the viability of the method.