A block principal pivoting algorithm for vertical generalized LCP with a vertical block P-matrix
Fernandes, Luis M. 1Judice, Joaquim J. 1Kostreva, Michael M. 2Ebiefung, Aniekan A.3
扫码查看
点击上方二维码区域，可以放大扫码查看
作者信息
1. Inst Telecomunicacoes
2. Clemson Univ
3. Univ Tennessee
折叠
Abstract
The Vertical Generalized Linear Complementarity Problem (VGLCP) is an extension of the well-known Linear Complementarity Problem (LCP) that has been discussed in the literature and has found many interesting applications in the past several years. A Block Principal Pivoting (BPP) algorithm was designed for finding the unique solution of the LCP when the matrix of this problem is a P-matrix and shown to be quite efficient for solving large-scale LCPs. In this paper, we introduce an extension of this BPP algorithm for finding the unique solution of the VGLCP when its matrix is a vertical block P-matrix. A Least-Index Single Principal Pivoting (LISPP) algorithm is used as a safeguard to guarantee convergence for the BPP algorithm in a finite number of iterations. Computational experiments with a number of VGLCP test problems indicate that the new BPP algorithm is quite efficient for computing the unique solution of large-scale VGLCPs with vertical block P-matrices in practice. (c) 2021 Elsevier B.V. All rights reserved.
Key words
Complementarity problems/Classes of matrices/Direct algorithms/LINEAR COMPLEMENTARITY-PROBLEM/EXISTENCE/POINT
NSTL
Elsevier