论文信息 - Robust implementation of Lemke's method for the linear complementarity problem

Robust implementation of Lemke's method for the linear complementarity problem

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.

J. Tomlin

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