Robust Implementation of Lemke's Method for the Linear Complementary Problem.

Abstract

This note discusses techniques for implementing Lemke's algorithm for the linear complementarity problem in a numerically robust way as well as a method for recovering from loss of feasibility or singularity of the basis. This recovery method is valid for both positive semi-definite M matrices and those with positive principal minors. It also allows a user to start from an advanced basis for such problems. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1976
Accession Number
ADA033433

Entities

People

  • J. A. Tomlin

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Programming
  • Errors
  • Iterations
  • Linear Programming
  • Mathematical Programming
  • Military Research
  • New York
  • Operations Research
  • Optimization
  • Recovery
  • Simplex Method
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Linear Algebra
  • Systems Analysis and Design