Abstract
In this paper, the authors develop a new direct method for the solution of a BLCP, that is, a linear complementarity problem (LCP) with upper bounds, when its matrix is a symmetric or an unsymmetricP-matrix. The convergence of the algorithm is established by extending Murty's principal pivoting method to an LCP which is equivalent to the BLCP. Computational experience with large-scale BLCPs shows that the basic-set method can solve efficiently large-scale BLCPs with a symmetric or an unsymmetricP-matrix.
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Júdice, J.J., Pires, F.M. Basic-set algorithm for a generalized linear complementarity problem. J Optim Theory Appl 74, 391–411 (1992). https://doi.org/10.1007/BF00940317
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DOI: https://doi.org/10.1007/BF00940317