An algorithmic characterization of P-matricity

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Ben Gharbia , Ibtihel; Gilbert , Jean Charles; (2013)
  • Publisher: Society for Industrial and Applied Mathematics
  • Related identifiers: doi: 10.1137/120883025
  • Subject: NM-matrix | [ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC] | P-matrix | P-matricity characterization | 15B99; 47B99; 49M15; 65K15; 90C33 | semismooth Newton method | Linear complementarity problem

International audience; It is shown that a matrix M is a P-matrix if and only if, whatever is the vector q, the Newton-min algorithm does not cycle between two points when it is used to solve the linear complementarity problem 0 ≤ x ⊥ (Mx+q) ≥ 0.; Nous montrons dans cet... View more
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