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Projective algorithms for solving complementarity problems - MaRDI portal

Projective algorithms for solving complementarity problems (Q1607818)

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scientific article; zbMATH DE number 1780322
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Projective algorithms for solving complementarity problems
scientific article; zbMATH DE number 1780322

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    Projective algorithms for solving complementarity problems (English)
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    13 August 2002
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    The authors consider the linear complementarity problem: Given: An \(n\times n\) matrix \(A\) and a vector \(b\in \mathbb{R}^n\), find: \(w,x\in\mathbb{R}^n\) such that \[ w\geq 0,\;x\geq 0,\;w=Ax-,\;w^Tx=0. \] For this problem, robust projective algorithms of the von Neuman type are presented. Convergence conditions are given and numerical tests are presented.
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    numerical examples
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    linear complementarity problem
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    projective algorithms
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