A polynomial-time algorithm for the tridiagonal and Hessenberg P-matrix linear complementarity problem

نویسندگان

  • Bernd Gärtner
  • Markus Sprecher
چکیده

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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عنوان ژورنال:
  • Oper. Res. Lett.

دوره 40  شماره 

صفحات  -

تاریخ انتشار 2012