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Linear Complementarity and the Average Volume of Simplicial Cones

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  • Roger Howe

Abstract

Samle [S] has recently shown how to estimate the average number of pivot steps in Lemke's algorithm for the linear complementarity problem (LCP) in terms of the "volumes" of certain cones. In this paper we discuss the notion of average volumes of cones, and give two applications to the LCP.

Suggested Citation

  • Roger Howe, 1983. "Linear Complementarity and the Average Volume of Simplicial Cones," Cowles Foundation Discussion Papers 670, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:670
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d06/d0670.pdf
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    References listed on IDEAS

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    1. B. Curtis Eaves & Herbert Scarf, 1976. "The Solution of Systems of Piecewise Linear Equations," Mathematics of Operations Research, INFORMS, vol. 1(1), pages 1-27, February.
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