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A note on the Talman, Van der Heyden linear complementarity algorithm
Journal article   Peer reviewed

A note on the Talman, Van der Heyden linear complementarity algorithm

Philip C. Jones
Mathematical programming, Vol.25(1), pp.122-124
1983
DOI: 10.1007/BF02591722

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Abstract

Talman and Van der Heyden have recently proposed a pivoting algorithm for linear complementarity problems which generalizes Lemke's procedure and allows arbitrary starting points. (Lemke's method starts at the origin). This note shows that the new algorithm will work on a wider class of problems than those considered by Talman and Van der Heyden.
Arbitrary Starting Points Lemke's Algorithm Linear Complementarity

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