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Extensions of Lemke’s algorithm for the linear complementarity problem. (English) Zbl 0327.90018

MSC:
90C05 Linear programming
90C30 Nonlinear programming
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[1] Lemke, C. E.,Bimatrix Equilibrium Points and Mathematical Programming, Management Science, Vol. 11, No. 7, 1965. · Zbl 0139.13103
[2] Cottle, R. W., andDantzig, G. B.,Complementary Pivot Theory of Mathematical Programming, Linear Algebra and its Applications, Vol. 1, pp. 103-125, 1968. · Zbl 0155.28403 · doi:10.1016/0024-3795(68)90052-9
[3] Eaves, B. C.,The Linear Complementarity Problem, Management Science, Vol. 17, No. 9, 1971. · Zbl 0228.15004
[4] Lemke, C. E.,Recent Results on Complementarity Problems, Nonlinear Programming, Edited by J. B. Rosen, O. L. Mangasarian, and K. Ritter, Academic Press, New York, New York, 1970. · Zbl 0227.90043
[5] Garcia, C. B.,Some Classes of Matrices in Linear Complementarity Theory, Mathematical Programming, Vol. 5, pp. 299-310, 1973. · Zbl 0284.90048 · doi:10.1007/BF01580135
[6] Todd, M. J.,Complementarity Algorithms Without Rays, Cornell University, Department of Operations Research, Technical Report No. 195, 1973.
[7] Grunbaum, B.,Convex Polytopes, Interscience Publishers, London, England, 1967.
[8] Todd, M. J.,Dual Families of Linear Programs, Cornell University, Department of Operations Research, Technical Report No. 197, 1973.
[9] Lemke, C. E.,On Complementary Pivot Theory, Mathematics of the Decision Sciences, Edited by G. B. Dantzig and A. F. Veinott, Jr., American Mathematical Society, Providence, Rhode Island, 1968. · Zbl 0208.45502
[10] Fiedler, M., andPtak, V.,On Matrices with Non-Positive Off-Diagonal Elements and Positive Principal Minors, Czechoslovak Mathematical Journal, Vol. 12, pp. 382-400, 1962. · Zbl 0131.24806
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