More with the Lemke complementarity algorithm
نویسنده
چکیده
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.
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ورودعنوان ژورنال:
- Math. Program.
دوره 15 شماره
صفحات -
تاریخ انتشار 1978