IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

The Linear Complementarity Problem

Listed author(s):
  • B. Curtis Eaves

    (University of California, Berkeley)

Registered author(s):

    This study centers on the task of efficiently finding a solution of the linear complementarity problem: Ix - My = q, x \ge 0, y \ge 0, x \perp y. The main results are: (1) It is shown that Lemke's algorithm will solve (or show no solution exists) the problem for M \in L where L is a class of matrices, which properly includes (i) certain copositive matrices, (ii) certain matrices with nonnegative principal minors, (iii) matrices for bimatrix games. (2) If M \in L, if the system Ix - My = q, x \ge 0, y \ge 0 is feasible and nondegenerate, then the corresponding linear complementarity problem has an odd number of solutions. If M \in L and q > 0 then the solution is unique. (3) If for some M and every q \ge 0 the problem has a unique solution then M \in L and the problem has a solution for every q. (4) If M has nonnegative principal minors and if the linear complementarity with M and q has a nondegenerate complementary solution then the solution is unique. (5) If y T My + y T q is bounded below on y \ge 0 then the linear complementarity problem with M and q has a solution and Lemke's algorithm can be used to find such a solution. If, in addition, the problem is nondegenerate, then it has an odd number of solutions. (6) A procedure based on Lemke's algorithm is developed which either computes stationary points for general quadratic programs or else shows that the program has no optimum. (7) If a quadratic program has an optimum and satisfies a nondegeneracy condition then there are an odd number of stationary points.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: no

    Article provided by INFORMS in its journal Management Science.

    Volume (Year): 17 (1971)
    Issue (Month): 9 (May)
    Pages: 612-634

    in new window

    Handle: RePEc:inm:ormnsc:v:17:y:1971:i:9:p:612-634
    Contact details of provider: Postal:
    7240 Parkway Drive, Suite 300, Hanover, MD 21076 USA

    Phone: +1-443-757-3500
    Fax: 443-757-3515
    Web page:

    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:17:y:1971:i:9:p:612-634. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mirko Janc)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.