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].
A Procedure for Solving a Linear Complementarity System
Letizia Pellegrini;Alberto Peretti
2023-01-01
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].
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