On hidden Z-matrix and interior point algorithm
We propose an interior point method to compute solution of linear complementarity problem LCP (q, A) given that A is a real square hidden Z-matrix (generalization of Z-matrix) and q is a real vector. The class of hidden Z-matrix is important in the context of mathematical programming and game theory. We study the solution aspects of linear complementarity problem with A∈ hidden Z-matrix. We observe that our proposed algorithm can process LCP (q, A) in polynomial time under some assumptions. Two numerical examples are illustrated to support our result.
Jana, R.; Das, A. K.; and Dutta, A., "On hidden Z-matrix and interior point algorithm" (2019). Journal Articles. 590.