On sufficient properties of sufficient matrices

Povh, Janez (author), Žerovnik, Janez (author)

In this paper we study sufficient matrices, which play an important role in theoretical analysis of interior-point methods for linear complementarity problems. We present new characterisations of these matrices which imply new necessary and sufficient conditions for sufficiency. We use these results to develop an algorithm with exponential iteration complexity which in each iteration solves a simple instance of linear programming problem and is capable to reveal whether given symmetric matrix is sufficient or not. This algorithm demonstrates 100 % accuracy on all tested instances of matrices.

• Language: English
• Keywords: linear complementarity problem, sufficient matrix, linear programming
• Work type: Article
• Typology: 1.01 - Original Scientific Article
• Organization: FS - Faculty of Mechanical Engineering
• Publication status: Published
• Publication version: Author Accepted Manuscript
• Year: 2021
• Number of pages: Str. 809-822
• Numbering: Vol. 29
• PID: 20.500.12556/RUL-134491
• UDC: 512.643:519.852
• ISSN on article: 1613-9178
• DOI: 10.1007/s10100-021-00747-4
• COBISS.SI-ID: 64416003
• Publication date in RUL: 18.01.2022

Record is a part of a journal

• Title: Central European journal of operations research
• Shortened title: Cent. Eur. j. oper. res.
• Publisher: Springer Nature
• ISSN: 1613-9178
• COBISS.SI-ID: 513642521

Secondary language

• Language: Slovenian
• Keywords: linearna komplementarnost, zadostne matrike, linearno programiranje