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More with the Lemke complementarity algorithm

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Abstract

In the case that the matrix of a linear complementarity problem consists of the sum of a positive semi-definite matrix and a co-positive matrix a general condition is deduced implying that the Lemke algorithm will terminate with a complementarity solution. Applications are presented on bi-matrix games, convex quadratic programming and multi-period programs.

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References

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Authors and Affiliations

  1. Twente University of Technology, Netherlands

    Joseph J. M. Evers

Authors
  1. Joseph J. M. Evers
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Contributed to the XXIII TIMS Meeting, Athens, July 1977.

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Evers, J.J.M. More with the Lemke complementarity algorithm. Mathematical Programming 15, 214–219 (1978). https://doi.org/10.1007/BF01609020

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  • DOI: https://doi.org/10.1007/BF01609020

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