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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.