A NEW PRINCIPAL PIVOTING SCHEME FOR BOX LINEAR COMPLEMENTARITY PROBLEMS

Citation:

Wang Zhemin.A NEW PRINCIPAL PIVOTING SCHEME FOR BOX LINEAR COMPLEMENTARITY PROBLEMS[J].Chinese Annals of Mathematics B,1997,18(1):65~70
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Authors:

Wang Zhemin;

Foundation:

Project supported by the National Natural Science Foundation of China under grant No. 79370020
Abstract: Judice and Pires developed in recent years principal pivoting methods for the solving of the so-called box linear complementarity problems (BLCPs) where the constraint matrices are restrictedly supposed to be of $P$--matrices. This paper aims at presenting a new principal pivoting scheme for BLCPs where the constraint matrices are loosely supposed to be row sufficient. This scheme can be applied to the solving of convex quadratic programs subject to linear constraints and arbitrary upper and lower bound constraints on variables.

Keywords:

Box linear complementarity problem, Row sufficient, Principal pivoting

Classification:

90C20, 90C25
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