COWLES FOUNDATION FOR RESEARCH IN ECONOMICS
AT YALE UNIVERSITY

Box 208281
New Haven, CT 06520-8281

COWLES FOUNDATION DISCUSSION PAPER NO. 670

"Linear Complementarity and the Average Volume of Simplicial Cones"

Roger Howe

June 1983

Samle [S] has recently shown how to estimate the average number of pivot steps in Lemke's algorithm for the linear complementarity problem (LCP) in terms of the "volumes" of certain cones. In this paper we discuss the notion of average volumes of cones, and give two applications to the LCP.