A Procedure for Solving a Linear Complementarity System

Letizia Pellegrini () and Alberto Peretti ()
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Letizia Pellegrini: Department of Economics (University of Verona)
Alberto Peretti: Department of Economics (University of Verona)

No 08/2023, Working Papers from University of Verona, Department of Economics

Abstract: We present a procedure for finding a solution of a linear complementarity system. The procedure is based on the theory of the simplex method and generates iterative cuts of the relaxed system, until one of the solutions is obtained. This solution can be used in the first step of the method we have described in [4].

Keywords: Complementarity systems; Linear Programming; Simplex Algorithm (search for similar items in EconPapers)
JEL-codes: C61 (search for similar items in EconPapers)
Pages: 14
Date: 2023-08
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