COWLES FOUNDATION FOR RESEARCH IN ECONOMICS
AT YALE UNIVERSITY

Post Office Box 208281
New Haven, CT 06520-8281

COWLES FOUNDATION DISCUSSION PAPER NO. 689

"On a Variable Dimension Algorithm for the Linear Complementarity Problem"

Ludo Van der Heyden

January 1984

In an earlier paper we presented a variable dimension algorithm for solving the linear complementarity problem (LCP). We now extend the class of LCP’s that can be solved by this algorithm to include LCP’s with copositive plus coefficient matrices. The extension, inspired by Lemke [1965], is obtained by introducing an artificial dimension and by applying the variable dimension algorithm to the enlarged LCP.

See CFP 511