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On finite termination of an iterative method for linear complementarity problems. (English) Zbl 0855.90125
Summary: Based on a well-known reformulation of the linear complementarity problem (LCP) as a nondifferentiable system of nonlinear equations, a Newton-type method will be described for the solution of LCPs. Under certain assumptions, it will be shown that this method has a finite termination property, i.e., if an iterate is sufficiently close to a solution of LCP, the method finds this solution in one step. This result will be applied to a recently proposed algorithm by Harker and Pang in order to prove that their algorithm also has the finite termination property.

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
PATH Solver
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