A polynomial-time algorithm for the tridiagonal and Hessenberg P-matrix linear complementarity problem
نویسندگان
چکیده
منابع مشابه
A polynomial-time algorithm for the tridiagonal and Hessenberg P-matrix linear complementarity problem
We give a polynomial-time dynamic programming algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P-matrices. We briefly review three known tractable matrix classes and show that none of them contains all tridiagonal P-matrices.
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The values of a two-player zero-sum binary discounted game are characterized by a P-matrix linear complementarity problem (LCP). Simple formulas are given to describe the data of the LCP in terms of the game graph, discount factor, and rewards. Hence it is shown that the unique sink orientation (USO) associated with this LCP coincides with the strategy valuation USO associated with the discount...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2012
ISSN: 0167-6377
DOI: 10.1016/j.orl.2012.08.013