The linear complementarity problem: Methods and applications
نویسنده
چکیده
This report gives an overview of the linear complementarity problem, as a special case of mathematical programming with equilibrium constraints. The interior point method and two versions of Lemke’s method are reviewed, as methods for solving the linear complementarity problem. The report concludes with a description of the Stackelberg game and the bimatrix game as possible applications of mathematical programming with equilibrium constraints and the linear complementarity problem, and also considers LemkeHowson’s algorithm for solving the bimatrix game.
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