Linear complementarity, linear and nonlinear programming
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...to this LCP obeys the relationship Qz+r= w; given z, xis determined via Equation 114, solving the MCLP. 26 C The Principle Pivoting Method for solving LCPs The Principal Pivot Method I (Cottle, 1968; Murty, 1988) (PPM), which solves LCPs with P-matrices (complex square matrices with fully non-negative principal minors (Murty, 1988) that includes positive semi-denite matrices as a proper subset). The resultin...
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...Such classes include positive definite matrices, positive semi-definite matrices, P -matrices, and Z-matrices, to name only a few; (Murty, 1988; Cottle et al., 1992) contain far more information on complementarity problems, including algorithms for solving them....
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8 citations
8 citations