
doi: 10.1007/bf01609020
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.
Noncooperative games, Quadratic programming, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), IR-85625
Noncooperative games, Quadratic programming, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), IR-85625
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