Least-Index Resolution of Degeneracy in Linear Complementarity Problems with Sufficient Matrices
Richard W. Cottle, Yow-Yieh Chang · SIAM Journal on Matrix Analysis and Applications · 1992
This paper deals with the principal pivoting method (PPM) for the linear complementarity problem (LCP). It is shown here that when the matrix M of the LCP $(q,M)$ is (row and column) sufficient, the incorporation of a least-index pivot selection rule in the PPM makes it a finite algorithm even when the LCP is degenerate.