A method for finding all solutions of a Linear Complementarity Problem
Williams, H. P.
(2007).
A method for finding all solutions of a Linear Complementarity Problem.
(Operational Research working papers LSEOR 07.96).
Operational Research Group, Department of Management, London School of Economics and Political Science.
We define the Linear Complementarity Problem (LCP) and outline its applications including those to Linear Programming (LP), Quadratic Programming (QP), Two person Non-Zero Sum Games and Evolutionary Games. Then we briefly discuss previous methods of solution emphasising the problem of finding all solutions. A new algorithm is then presented, and illustrated by a numerical example, which finds all solutions. It works by successive transformations of variables in order to eliminate the equations in the model.
| Item Type | Working paper |
|---|---|
| Copyright holders | © 2007 The London School of Economics and Political Science |
| Departments | LSE > Academic Departments > Management |
| Date Deposited | 13 Feb 2009 |
| URI | https://researchonline.lse.ac.uk/id/eprint/22698 |
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