Abstract
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 $$A \in$$ 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.
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