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hal-00713330, version 1

An algorithmic characterization of P-matricity

Ibtihel Ben Gharbia (, http://who.rocq.inria.fr/Ibtihel.Ben_Gharbia) 1, Jean Charles Gilbert (Author to contact preferably, http://who.rocq.inria.fr/Jean-Charles.Gilbert) a, 1

N° RR-8004 (2012)

Abstract: It is shown that a matrix M is a P-matrix if and only if, whatever is the vector q, the Newton-min algorithm does not cycle between two points when it is used to solve the linear complementarity problem 0 ≤ x ⊥ (Mx+q) ≥ 0.

  • a –  INRIA Paris-Rocquencourt
  • 1:  POMDAPI (Inria Paris-Rocquencourt)
  • INRIA
  • Domain : Mathematics/Optimization and Control
  • Keywords : Linear complementarity problem – semismooth Newton method – NM-matrix – P-matricity characterization – P-matrix
  • Internal note : RR-8004
  • Available versions :  v1 (2012-07-01) v2 (2013-02-16)
 
  • hal-00713330, version 1
  • http://hal.inria.fr/hal-00713330
  • oai:hal.inria.fr:hal-00713330
  • From: Jean Charles Gilbert <>
  • Submitted on: Saturday, 30 June 2012 11:06:23
  • Updated on: Thursday, 5 July 2012 15:44:00