Dai, Yang; Talman, Dolf Linear stationary point problems on unbounded polyhedra. (English) Zbl 0784.90072 Math. Oper. Res. 18, No. 3, 635-644 (1993). Summary: We propose a complementary pivoting algorithm for finding a stationary point of an affine function on an unbounded polyhedron. Under some mild conditions there is a piecewise linear path from an arbitrarily chosen point in the polyhedron leading to a solution of the problem. By exploiting fully the linearity of the problem, each linear piece of the path is followed in principle by making just one linear programming pivoting step. Cited in 1 Document MSC: 90C30 Nonlinear programming 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) Keywords:complementary pivoting; stationary point; affine function; unbounded polyhedron PDFBibTeX XMLCite \textit{Y. Dai} and \textit{D. Talman}, Math. Oper. Res. 18, No. 3, 635--644 (1993; Zbl 0784.90072) Full Text: DOI Link