A note on the Talman,Van der Heyden linear complementarity algorithm |
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Authors: | Philip C. Jones |
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Affiliation: | (1) Technological Institute, Northwestern University, 60201 Evanston, IL, USA |
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Abstract: | Talman and Van der Heyden have recently proposed a pivoting algorithm for linear complementarity problems which generalizes Lemke's procedure and allows arbitrary starting points. (Lemke's method starts at the origin). This note shows that the new algorithm will work on a wider class of problems than those considered by Talman and Van der Heyden. |
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Keywords: | Linear Complementarity Lemke's Algorithm Arbitrary Starting Points |
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