A variable dimension algorithm for the linear complementarity problem |
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| Authors: | Ludo Van der Heyden |
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| Affiliation: | (1) John F. Kennedy School of Government, Harvard University, 02138 Cambridge, MA, USA;(2) Present address: Yale School of Organization and Management, 06520 New Haven, CT, USA |
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| Abstract: | A variable dimension algorithm is presented for the linear complementarity problems – Mz = q; s,z  0; sizi = 0 fori = 1,2,  ,n. The algorithm solves a sequence of subproblems of different dimensions, the sequence being possibly nonmonotonic in the dimension of the subproblem solved. Every subproblem is the linear complementarity problem defined by a leading principal minor of the matrixM. Index-theoretic arguments characterize the points at which nonmonotonic behavior occurs. |
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| Keywords: | Algorithms Index Theory Linear Complementarity Problem |
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