CFDP 689

On a Variable Dimension Algorithm for the Linear Complementarity Problem

Author(s): 

Publication Date: January 1984

Pages: 13

Abstract: 

In an earlier paper we presented a variable dimension algorithm for solving the linear complementarity problem (LCP). We now extend the class of LCP’s that can be solved by this algorithm to include LCP’s with copositive plus coefficient matrices. The extension, inspired by Lemke [1965], is obtained by introducing an artificial dimension and by applying the variable dimension algorithm to the enlarged LCP.