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Solution of the complex linear complementarity problem
Authors:Charles J McCallum
Institution:Bell Telephone Laboratories, Incorporated, Holmdel, New Jersey 07733 USA
Abstract:In an earlier paper, it was shown that the linear and quadratic programming problems in complex space could be unified in the “complex linear complementarity problem” (complex LCP). An existence theory for this problem was provided. The present paper addresses the problem of actually solving the complex LCP and hence complex linear and quadratic programs as well. Two solution procedures are described and an example is given.
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