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An algorithm to solve the generalized linear complementarity problem with a vertical block z-matrix

 

作者: Aniekan Ebiefung,   M.M. Kostreva,   V. Ramanujam,  

 

期刊: Optimization Methods and Software  (Taylor Available online 1997)
卷期: Volume 7, issue 2  

页码: 123-138

 

ISSN:1055-6788

 

年代: 1997

 

DOI:10.1080/10556789708805648

 

出版商: Gordon and Breach Science Publishers

 

关键词: Algorithm;Generalized LCP;Z-Matrices

 

数据来源: Taylor

 

摘要:

Chandrasekaran's algorithm for solving the linear complementarity problem with a Z-matrix is extended to solve the Generalized Linear Complementarity Problem (GLCP) when the is a vertical block Z-matrix of type (m1,…,mn). The extended scheme solves the GLCP in at mostncycles by either finding a solution or declaring that none exists. Numerical examples are given to demonstrate the effectiveness of the algorithm

 

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