Skip to main content
Log in

Randomized pivot algorithms for P-matrix linear complementarity problems

  • Published:
Mathematical Programming Submit manuscript

Abstract.

We study orientations of the n-cube that come from simple principal pivot algorithms for the linear complementarity problem with a P-matrix. We show that these orientations properly generalize those that are obtained from linear objective functions on polytopes combinatorially equivalent to the cube. The orientations from LCP with a P-matrix may admit directed cycles. We give a sequence of problems on which the algorithm RANDOM-EDGE performs very badly.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

Author information

Authors and Affiliations

Authors

Additional information

Received: February 12, 2001 / Accepted: September 9, 2001¶Published online April 12, 2002

Rights and permissions

Reprints and permissions

About this article

Cite this article

Morris jr., W. Randomized pivot algorithms for P-matrix linear complementarity problems. Math. Program. 92, 285–296 (2002). https://doi.org/10.1007/s101070100268

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/s101070100268

Navigation