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 language | Undefined |
|---|---|
| Pages (from-to) | 214-219 |
| Journal | Mathematical programming |
| Volume | 15 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1978 |
Keywords
- IR-85625