Complementary Pivot Theory of Mathematical Programming
Problems of the form: Find w and z satisfying w = q + Mz, w = or> 0, z = or> 0, zw = 0 play a fundamental role in mathematical programming. This paper describes the role of such problems in linear programming, quadratic programming and bimatrix game theory and reviews the computational procedures of Lemke and Howson, Lemke, and Dantzig and Cottle. (Author).