A method for finding all solutions of a Linear Complementarity Problem

Williams, H. Paul (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, London, UK. ISBN 9780853280521

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Abstract

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:	Monograph (Working Paper)
Official URL:	http://www.lse.ac.uk/collections/operationalResear...
Additional Information:	© 2007 The London School of Economics and Political Science
Divisions:	Management
Subjects:	Q Science > QA Mathematics
Date Deposited:	13 Feb 2009 10:22
Last Modified:	11 Dec 2024 18:49
URI:	http://eprints.lse.ac.uk/id/eprint/22698

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