Solving more linear complementarity problems with Murty's bard-type algorithm |
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Authors: | K. L. Dunlap M. M. Kostreva |
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Affiliation: | (1) Department of Mathematical Sciences, Clemson University, Clemson, South Carolina |
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Abstract: | The linear complementarity problem (M|q) is to findw andz inRn such thatw–Mz=q,w0,z0,wtz=0, givenM inRn×n andq in . Murty's Bard-type algorithm for solving LCP is modeled as a digraph.Murty's original convergence proof considered allq inRn andM inRn×n, aP-matrix. We show how to solve more LCP's by restricting the set ofq vectors and enlarging the class ofM matrices beyondP-matrices. The effect is that the graph contains an embedded graph of the type considered by Stickney and Watson wheneverM is a matrix containing a principal submatrix which is aP-matrix. Examples are presented which show what can happen when the hypotheses are further weakened. |
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Keywords: | Linear complementarity problem Murty's algorithm digraphs P-matrices Q-matrices |
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