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A new pivoting algorithm for the linear complementarity problem allowing for an arbitrary starting point

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Abstract

The linear complementarity problem is to find nonnegative vectors which are affinely related and complementary. In this paper we propose a new complementary pivoting algorithm for solving the linear complementarity problem as a more efficient alternative to the algorithms proposed by Lemke and by Talman and Van der Heyden. The algorithm can start at an arbitrary nonnegative vector and converges under the same conditions as Lemke's algorithm.

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Authors and Affiliations

  1. Department of Econometrics, Tilburg University, P.O. Box 90153, 5000 LE, Tilburg, Netherlands

    Hans Kremers & Dolf Talman

Authors
  1. Hans Kremers
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  2. Dolf Talman
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Additional information

This research is part of the VF-program “Competition and Cooperation”.

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Kremers, H., Talman, D. A new pivoting algorithm for the linear complementarity problem allowing for an arbitrary starting point. Mathematical Programming 63, 235–252 (1994). https://doi.org/10.1007/BF01582068

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  • DOI: https://doi.org/10.1007/BF01582068

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