Adler, Ilan; McLean, Richard P.; Provan, J. Scott - Cowles Foundation for Research in Economics, Yale University - 1980
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...