A Direct Algorithm for the Vertical Generalized Complementarity Problem Associated with <i>P</i>-Matrices

• 作者: Aniekan Ebiefung Bohdan Szanc George Habetler Michael Kostreva
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: Complementarity Problems P-MATRIX Direct ALGORITHMS Linear PROGRAMMING Bi-Matrix Game
• 年，卷（期）: 2017,（3）
• 页码范围: 101-114
• 页数: 14页
• 分类号: O1

摘要

We present a direct algorithm for solving the vertical generalized linear complementarity problem, first considered by Cottle and Dantzig, when the associated matrix is a vertical block P-matrix. The algorithm converges to a unique solution in a finite number of steps, without an assumption of nondegeneracy on the given problem. The algorithm is simple, efficient, and easy to implement.