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Error bounds for the linear complementarity problem with a P-matrix

✍ Scribed by Roy Mathias; Jong-Shi Pang


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
653 KB
Volume
132
Category
Article
ISSN
0024-3795

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In this article we develop an extension of Murty's Bard-type method for the solution of a generalized linear complementarity problem with upper bounds (BLCP) when its matrix M has positive principal minors ( M E P). We prove that the Bard-type algorithm converges to the unique solution of the BLCP w

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