Linear complementarity problems solvable as linear programs
DOI:
https://doi.org/10.33993/jnaat472-1156Keywords:
linear programming, linear complementarity problem, Lemke's algorithm, Karmarkar algorithm, simplex algorithm, hidden Z-matrixAbstract
In this paper, we present a theoretical and numerical study of linear complementary problems solvable as linear programs.
We give several examples of linear complementarity problems which can be solved as linear programs using linear programming appraoches. Also, we propose two examples solved by the simplex and Karmarkar's method, while the most widely know method for solving linear complementarity problems "the complementarity pivoting algorithm due to Lemke" has failed to find a solution.
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Copyright (c) 2019 Journal of Numerical Analysis and Approximation Theory
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