The reduced order method for solving the linear complementarity problem with an M-matrix |
Zhijun Qiao |
Keywords:Linear complementarity problem; M-matrix; Solution; Direct method |
Abstract: |
In this paper, by seeking the zero and the positive entry positions of the solution, we provide a direct method, called the reduced order method, for solving the linear complementarity problem
with an M-matrix. By this method, the linear complementarity problem is transformed into a lower order linear complementarity problem with some lower order linear equations and the
solution is constructed by the solution of the lower order linear complementarity problem and the solutions of these lower order linear equations in the transformations. In order to show the
accuracy and the effectiveness of the method, the corresponding numerical experiments are performed. |
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