Document Type
Discussion Paper
Publication Date
1-1-1984
CFDP Number
689
CFDP 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.
Recommended Citation
Van der Heyden, Ludo, "On a Variable Dimension Algorithm for the Linear Complementarity Problem" (1984). Cowles Foundation Discussion Papers. 922.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/922