An Application of the Khachian-Shor Algorithm to a Class of Linear Complementary Problems

Ilan Adler, Richard McLean and J. Scott Provan

No 549, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: The recent ellipsoidal method for solving linear programs due to Khachian and Shor is shown to process linear complementarity problems with positive semidefinite matrix. Suitable modifications of all lemmas are presented and it is shown that the algorithm operates in polynomial time of the same order as that required for linear programming. Thus quadratic programming problems are solvable in polynomial time.

Pages: 12 pages
Date: 1980
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