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http://bura.brunel.ac.uk/handle/2438/2312
Title: | An enumerative method for the solution of linear complementarity problems |
Authors: | Judice, JJ Mitra, G |
Issue Date: | 1983 |
Publisher: | Brunel University |
Citation: | Maths Technical Papers (Brunel University). April 1983, pp 1-29 |
Series/Report no.: | ;TR/04/83 |
Abstract: | In this report an enumerative method for the solution of the Linear Complementarity Problem (LCP) is presented. This algorithm completely processes the LCP, and does not require any particular property of the LCP to apply. That is the algorithm terminates after either finding all the solutions of an LCP or establishing that no solution exists. The method is extended to also process the Second Linear Complementarity Problem (SLCP), a problem which has been introduced to represent the general quadratic program involving unrestricted variables. |
URI: | http://bura.brunel.ac.uk/handle/2438/2312 |
Appears in Collections: | Dept of Mathematics Research Papers Mathematical Sciences |
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TR_04_83.pdf | 539.52 kB | Adobe PDF | View/Open |
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