M O R E with the Lemke Complementarity Algorithm*

@inproceedings{JosephJMMOR,
  title={M O R E with the Lemke Complementarity Algorithm*},
  author={E JosephJM}
}
  • Joseph J M E
In the case that the matrix of a linear complementarity problem consists of the sum of a positive semi-definite matrix and a co-positive matrix a general condition is deduced implying that the Lemke algorithm will terminate with a complementarity solution. Applications are presented on bi-matrix games, convex quadratic programming and multi-period programs.