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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