An Algorithm for the Linear Complementarity Problem with a $P_0 $-Matrix
Vijaya Venkateswaran · SIAM Journal on Matrix Analysis and Applications · 1993
This paper presents an algorithm for solving the linear complementarily problem (LCP) with a $P_0 $-matrix (i.e., a matrix with all principal minors nonnegative). The method is based on solving a perturbed problem for an arbitrarily small perturbation. To that end, a Bard-type algorithm for performing computations with rational functions is developed. The algorithm has been tested on random $P_0 $-matrix problems that are readily constructed. The results appear to bear out the viability of the method.