A Polynomial-Time Algorithm for the Tridiagonal and Hessenberg P-Matrix Linear Complementarity Problem

Bernd Gärtner, Markus Sprecher

We give a polynomial-time dynamic programming algorithm for solving the linear complementarity problem with tridiagonal or, more generally, Hessenberg P-matrices. We briefly review three known tractable matrix classes and show that none of them contains all tridiagonal P-matrices.

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