Projective algorithms for solving complementarity problems
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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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