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Solving more linear complementarity problems with Murty's bard-type algorithm
Authors:K. L. Dunlap  M. M. Kostreva
Affiliation:(1) Department of Mathematical Sciences, Clemson University, Clemson, South Carolina
Abstract:The linear complementarity problem (M|q) is to findw andz inRn such thatwMz=q,wge0,zge0,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.
Keywords:Linear complementarity problem  Murty's algorithm  digraphs  P-matrices  Q-matrices
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