More with the Lemke complementarity algorithm

Joseph J.M. Evers

    Research output: Contribution to journalArticleAcademic

    12 Citations (Scopus)
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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.
    Original languageUndefined
    Pages (from-to)214-219
    JournalMathematical programming
    Volume15
    Issue number1
    DOIs
    Publication statusPublished - 1978

    Keywords

    • IR-85625

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