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Gaussian pivoting method for solving linear complementarity problem

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Abstract

In this paper, a new direct algorithm for solving linear complementarity problem with Z-matrix is proposed. The algorithm exhibits either a solution or its nonexistence after at most, steps (where n is the dimension of the problem) and the computational complexity is at most1/3n3 + O(n2)

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The research is supported by NNSF of China.

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Donghui, L., Jinping, Z. & Zhongzhi, Z. Gaussian pivoting method for solving linear complementarity problem. Appl. Math. Chin. Univ. 12, 419–426 (1997). https://doi.org/10.1007/s11766-997-0044-5

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  • DOI: https://doi.org/10.1007/s11766-997-0044-5

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