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A method for finding all solutions of a Linear Complementarity Problem

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We define the Linear Complementarity Problem (LCP) and outline its applications including those to Linear Programming (LP), Quadratic Programming (QP), Two person Non-Zero Sum Games and Evolutionary Games. Then we briefly discuss previous methods of solution emphasising the problem of finding all solutions. A new algorithm is then presented, and illustrated by a numerical example, which finds all solutions. It works by successive transformations of variables in order to eliminate the equations in the model.

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en

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application/pdf

Resource resource URL

http://eprints.lse.ac.uk/22698/1/07096.pdf

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