The Linear Complementarity Problem
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The Linear Complementarity Problem
A revised edition of the standard reference on the linear complementarity problem.
An Iterative Scheme for Linear Complementarity Problems
The linear complementarity problem (LCP) is an important problem in mathematical programming for solving linear programming, quadratic programming and bimatrix games. This work gives a new scheme for solving the LCP. Based on the scheme different algorithms may be designed for finding approximate solutions of very large scale problems or exact solutions of moderate LCPs. A specific algorithm for the latter is given, together with some numerical results. These indicate that the method is more effective than other existing methods.