Eliminating columns in the simplex method for linear programming [electronic resource]

In this paper we pose and answer two questions about solutions of the linear complementarity problem (LCP). The first question is concerned with the conditions on a square matrix M which guarantee that for every vector q, the solutions of LCP (q,M) are identical to the Karush-Kuhn-Tucker points of t...

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Online Access: Online Access
Corporate Authors: Stanford University. Systems Optimization Laboratory (Researcher), United States. Department of Energy. Oakland Operations Office (Researcher)
Format: Government Document Electronic eBook
Language:English
Published: Oakland, Calif. : Oak Ridge, Tenn. : United States. Dept. of Energy. Oakland Operations Office ; distributed by the Office of Scientific and Technical Information, U.S. Dept. of Energy, 1987.
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Summary:In this paper we pose and answer two questions about solutions of the linear complementarity problem (LCP). The first question is concerned with the conditions on a square matrix M which guarantee that for every vector q, the solutions of LCP (q,M) are identical to the Karush-Kuhn-Tucker points of the natural quadratic program associated with (q,M). In answering this question we introduce the class of ''row sufficient'' matrices. The transpose of such a matrix is what we call ''column sufficient.'' The latter matrices turn out to furnish the answer to our second question which asks for the conditions on M under which the solution set of (q,M) is convex for every q. In addition to these two main results, we discuss the connections of these two new matrix classes with other well-known matrix classes in linear complementarity theory. 23 refs.
Item Description:Published through SciTech Connect.
11/01/1987.
"sol-87-14"
"DE88004191"
Ye, Yinyu.
Physical Description:Pages: 14 : digital, PDF file.