A polynomial-time algorithm for the tridiagonal and Hessenberg P-matrix linear complementarity problem
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Publication:1939694
DOI10.1016/J.ORL.2012.08.013zbMATH Open1258.90082arXiv1112.0217OpenAlexW2150230989MaRDI QIDQ1939694FDOQ1939694
Publication date: 5 March 2013
Published in: Operations Research Letters (Search for Journal in Brave)
Abstract: We give a polynomial-time dynamic programming algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P-matrices. We briefly review three known tractable matrix classes and show that none of them contains all tridiagonal P-matrices.
Full work available at URL: https://arxiv.org/abs/1112.0217
dynamic programmingtridiagonal matrixpolynomial-time algorithmHessenberg matrixlinear complementarityP-matrix
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