Author(s)

Aniekan Ebiefung¹, George Habetler², Michael Kostreva³, Bohdan Szanc⁴

¹Department of Mathematics, University of Tennessee, Chattanooga, USA.
²Department of Mathematical Sciences Rensselaer Polytechnic Institute, Troy, USA.
³Department of Mathematical Sciences Clemson University, Clemson, USA.
⁴Department of Mathematics Maryville University, St. Louis, USA.

We present a direct algorithm for solving the vertical generalized linear complementarity problem, first considered by Cottle and Dantzig, when the associated matrix is a vertical block P-matrix. The algorithm converges to a unique solution in a finite number of steps, without an assumption of nondegeneracy on the given problem. The algorithm is simple, efficient, and easy to implement.

Complementarity Problems, P-Matrix, Direct Algorithms, Linear Programming, Bi-Matrix Game

Ebiefung, A. , Habetler, G. , Kostreva, M. and Szanc, B. (2017) A Direct Algorithm for the Vertical Generalized Complementarity Problem Associated with P-Matrices. Open Journal of Optimization, 6, 101-114. doi: 10.4236/ojop.2017.63008.