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

Markus Sprecher, B. Gärtner

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





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