A new pivoting algorithm for the linear complementarity problem allowing for an arbitrary starting point | Zendy

Hans Kremers | Zendy; Dolf Talman | Zendy

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A new pivoting algorithm for the linear complementarity problem allowing for an arbitrary starting point

Author(s) -

Hans Kremers,

Dolf Talman

Publication year - 1994

Publication title -

mathematical programming

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.358

H-Index - 131

eISSN - 1436-4646

pISSN - 0025-5610

DOI - 10.1007/bf01582068

Subject(s) - linear complementarity problem , complementarity (molecular biology) , complementarity theory , mathematics , algorithm , mixed complementarity problem , criss cross algorithm , linear programming , interior point method , mathematical optimization , nonlinear system , linear fractional programming , genetics , physics , quantum mechanics , biology

The linear complementarity problem is to find nonnegative vectors which are affinely related and complementary. In this paper we propose a new complementary pivoting algorithm for solving the linear complementarity problem as a more efficient alternative to the algorithms proposed by Lemke and by Talman and Van der Heyden. The algorithm can start at an arbitrary nonnegative vector and converges under the same conditions as Lemke's algorithm.

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