A finite descent theory for linear programming, piecewise linear convex minimization, and the linear complementarity problem

Daniel Solow and Partha Sengupta

Naval Research Logistics Quarterly, 1985, vol. 32, issue 3, 417-431

Abstract: A descent algorithm simultaneously capable of solving linear programming, piecewise linear convex minimization, and the linear complementarity problem is developed. Conditions are given under which a solution can be found in a finite number of iterations using the geometry of the problem. A computer algorithm is developed and test problems are solved by both this method and Lemke's algorithm. Current results indicate a decrease in the number of cells visited but an increase in the total number of pivots needed to solve the problem.

Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:32:y:1985:i:3:p:417-431

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