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An Application of the Khachian-Shor Algorithm to a Class of Linear Complementary Problems

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  • Ilan Adler
  • Richard P. McLean
  • J. Scott Provan

Abstract

The recent ellipsoidal method for solving linear programs due to Khachian and Shor is shown to process linear complementarity problems with positive semidefinite matrix. Suitable modifications of all lemmas are presented and it is shown that the algorithm operates in polynomial time of the same order as that required for linear programming. Thus quadratic programming problems are solvable in polynomial time.

Suggested Citation

  • Ilan Adler & Richard P. McLean & J. Scott Provan, 1980. "An Application of the Khachian-Shor Algorithm to a Class of Linear Complementary Problems," Cowles Foundation Discussion Papers 549, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:549
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