On a Variable Dimension Algorithm for the Linear Complementarity Problem
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 , is obtained by introducing an artiﬁcial dimension and by applying the variable dimension algorithm to the enlarged LCP.
Van der Heyden, Ludo, "On a Variable Dimension Algorithm for the Linear Complementarity Problem" (1984). Cowles Foundation Discussion Papers. 922.