A Direct Algorithm for the Vertical Generalized Complementarity Problem Associated with P-Matrices
Open Journal of Optimization(2017)
摘要
We present a direct algorithm for solving the vertical generalized linear complementarity problem, first considered by Cottle and Dantzig, when the associated matrix is a vertical block P-matrix. The algorithm converges to a unique solution in a finite number of steps, without an assumption of nondegeneracy on the given problem. The algorithm is simple, efficient, and easy to implement.
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