Iterative Algorithms for the Linear Complementarity Problem
Files
TR Number
CS84002-R
Date
1984
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Department of Computer Science, Virginia Polytechnic Institute & State University
Abstract
Direct complementary pivot algorithms for the linear complementarity problem with P-matrices are known to have exponential computational complexity. The analog of Gauss-Seidel and SOR iteration for linear complementarity problems with P-matrices has not been extensively developed. This paper extends some work of van Bokhoven to a class of nonsymmetric P-matrices, and develops and compares several new iterative algorithms for the linear complementarity problem. Numerical results for several hundred test problems are presented. Such indirect iterative algorithms may prove useful for large sparse complementarity problems.