Abstract
Given the set 
of form {x: Ax≤a} in R
n and the linear function 
from 
to R
n we adapt Lemke's algorithm for the purpose of computing a point x
* in 
such that 
does not exceed 
for any y in 
.
This research was supported in part by Army Research Office—Durham Contract DAAG-29-74-C-0032 and NSF Grant MPS-72-04832-A03.
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References
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© 1978 The Mathematical Programming Society
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Curtis Eaves, B. (1978). Computing stationary points. In: Balinski, M.L., Cottle, R.W. (eds) Complementarity and Fixed Point Problems. Mathematical Programming Studies, vol 7. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120778
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DOI: https://doi.org/10.1007/BFb0120778
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