TITLE:
A Direct Algorithm for the Vertical Generalized Complementarity Problem Associated with P-Matrices
AUTHORS:
Aniekan Ebiefung, George Habetler, Michael Kostreva, Bohdan Szanc
KEYWORDS:
Complementarity Problems, P-Matrix, Direct Algorithms, Linear Programming, Bi-Matrix Game
JOURNAL NAME:
Open Journal of Optimization,
Vol.6 No.3,
August
16,
2017
ABSTRACT: We present a direct algorithm for solving the vertical generalized linear complementarity problem, first considered by Cottle and Dantzig, when the associated matrix is a vertical block P-matrix. The algorithm converges to a unique solution in a finite number of steps, without an assumption of nondegeneracy on the given problem. The algorithm is simple, efficient, and easy to implement.