Abstract
Talman and Van der Heyden have recently proposed a pivoting algorithm for linear complementarity problems which generalizes Lemke's procedure and allows arbitrary starting points. (Lemke's method starts at the origin). This note shows that the new algorithm will work on a wider class of problems than those considered by Talman and Van der Heyden.
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References
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D. Talman and L. Van der Heyden, “Algorithms for the linear complementarity problem which allow an arbitrary starting point”, Cowles Foundation Discussion Paper No. 600, Cowles Foundation for Research in Economics (Yale University, New Haven, CT, 1981).
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Jones, P.C. A note on the Talman, Van der Heyden linear complementarity algorithm. Mathematical Programming 25, 122–124 (1983). https://doi.org/10.1007/BF02591722
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DOI: https://doi.org/10.1007/BF02591722