On quasi-solution to infeasible linear complementarity problem obtained by Lemke’s method

L. Popov 1
  • 1 Institute of Mathematics and Mechanics

Abstract

For a linear complementarity problem with inconsistent system of constraints a notion of quasi-solution of Tschebyshev type is introduced. It’s shown that this solution can be obtained automatically by Lemke’s method if the constraint matrix of the original problem is copositive plus or belongs to the intersection of matrix classes P 0 and Q 0.

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