An algorithm to solve the generalized linear complementarity problem with a vertical block z-matrix
Aniekan A. Ebiefung, Michael M. Kostreva, Varun Ramanujam · Optimization methods & software · 1997
Chandrasekaran's algorithm for solving the linear complementarity problem with a Z-matrix is extended to solve the Generalized Linear Complementarity Problem (GLCP) when the is a vertical block Z-matrix of type (m 1,…,m n). The extended scheme solves the GLCP in at most n cycles by either finding a solution or declaring that none exists. Numerical examples are given to demonstrate the effectiveness of the algorithm