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arXiv · 1112.0217

A Polynomial-Time Algorithm for the Tridiagonal and Hessenberg P-Matrix Linear Complementarity Problem

Bernd Gärtner·Markus Sprecher
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Abstract

We give a polynomial-time dynamic programming algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P-matrices. We briefly review three known tractable matrix classes and show that none of them contains all tridiagonal P-matrices.

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Bernd Gärtner, Markus Sprecher. 2011-12-01. A Polynomial-Time Algorithm for the Tridiagonal and Hessenberg P-Matrix Linear Complementarity Problem. https://arxiv.org/abs/1112.0217

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