
We apply a potential reduction algorithm to solve the general linear complementarity problem (GLCP) minimize xTy subject to Ax + By + Cz = q and (x, y, z) ≥ 0. We show that the algorithm is a fully polynomial-time approximation scheme (FPTAS) for computing an ε-approximate stationary point of the GLCP. Note that there are some GLCPs in which every stationary point is a solution (xTy = 0). These include the LCPs with row sufficient matrices. We also show that the algorithm is a polynomial-time algorithm for a special class of GLCPs.
polynomal-time algorithm, potential reduction algorithm, Computational methods for problems pertaining to operations research and mathematical programming, polynomial-time approximation scheme, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), linear complementarity, \(\varepsilon\)-approximate stationary point
polynomal-time algorithm, potential reduction algorithm, Computational methods for problems pertaining to operations research and mathematical programming, polynomial-time approximation scheme, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming), linear complementarity, \(\varepsilon\)-approximate stationary point
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