Abstract
This note presents a new termination result for the Lemke linear complementarity algorithm that unifies two previous results. Special cases include linear complementarity problems satisfying the Evers condition, and those whoseM matrix is copositive-plus.
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References
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This research was partially supported by NSF Grant ECS-8312008.
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Jones, P.C. Even more with the Lemke complementarity algorithm. Mathematical Programming 34, 239–242 (1986). https://doi.org/10.1007/BF01580589
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DOI: https://doi.org/10.1007/BF01580589