On sufficient properties of sufficient matrices

Janez Povh () and Janez Žerovnik ()
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Janez Povh: University of Ljubljana
Janez Žerovnik: University of Ljubljana

Central European Journal of Operations Research, 2021, vol. 29, issue 3, No 3, 809-822

Abstract: Abstract In this paper we study sufficient matrices, which play an important role in theoretical analysis of interior-point methods for linear complementarity problems. We present new characterisations of these matrices which imply new necessary and sufficient conditions for sufficiency. We use these results to develop an algorithm with exponential iteration complexity which in each iteration solves a simple instance of linear programming problem and is capable to reveal whether given symmetric matrix is sufficient or not. This algorithm demonstrates 100 % accuracy on all tested instances of matrices.

Keywords: Linear complementarity problem; Sufficient matrix; Linear programming (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10100-021-00747-4

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