ROBUST IMPLEMENTATION OF LEMKE METHOD FOR LINEAR COMPLEMENTARITY PROBLEM
MATHEMATICAL PROGRAMMING STUDY(1978)
摘要
This note discusses techniques for implementing Lemke's algorithm for the linear complementarity problem in a numerically
robust way as well as a method for recovering from loss of feasibility or singularity of the basis. This recovery method is
valid for both positive semi-definite M matrices and those with positive principal minors. It also allows a user to start from an advanced basis for such problems.
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关键词
mathematical programming,linear complementarity,sparse matrices.,decision theory,linear programming,recovery,algorithms,sparse matrix
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