Computational complexity of LCPs associated with positive definite symmetric matrices

Abstract

Murty in a recent paper has shown that the computational effort required to solve a linear complementarity problem (LCP), by either of the two well known complementary pivot methods is not bounded above by a polynomial in the size of the problem. In that paper, by constructing a class of LCPs—one of order n for n ≥ 2—he has shown that to solve the problem of order n , either of the two methods goes through 2 n pivot steps before termination.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/47905/1/10107_2005_Article_BF01588254.pd