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Jun 6, 2017 at 18:08 comment added Yauhen Yakimenka And do you know some link to read about total complementarity problem? (I found only linear one and not sure how they are related).
Jun 6, 2017 at 18:03 comment added Yauhen Yakimenka Hmm... maybe. Does it give a better/faster algorithm?
Jun 6, 2017 at 16:15 comment added Surb This looks like a total complementarity problem.
Jun 6, 2017 at 15:54 history edited Yauhen Yakimenka CC BY-SA 3.0
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Apr 13, 2017 at 12:58 history edited CommunityBot
replaced http://mathoverflow.net/ with https://mathoverflow.net/
Dec 13, 2016 at 9:07 comment added Yauhen Yakimenka No, $x^*$ is not a basic feasible solution (in simplex algorithm terminology). Well, to be precise we are not guaranteed that.
Dec 13, 2016 at 7:39 history edited Federico Poloni
Tag matrix-equations is not for linear equations
Dec 12, 2016 at 22:14 comment added Rodrigo de Azevedo Is $\rm x^*$ a basic feasible solution? If so, one has $m$ choices on which variable to leave the basis and $n-m$ choices on which to enter the basis. In total, $m (n-m)$ choices. One could sample from this set of choices. Each choice would produce a linear system to solve. We only need to find one linear system whose solution is nonnegative.
Dec 12, 2016 at 21:30 comment added Yauhen Yakimenka Can you elaborate on probability of success and details of this walk?
S Dec 12, 2016 at 19:38 history suggested Henry.L CC BY-SA 3.0
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Dec 12, 2016 at 19:20 review Suggested edits
S Dec 12, 2016 at 19:38
Dec 12, 2016 at 17:46 comment added Rodrigo de Azevedo If the system is underdetermined, then the null space of $\rm A$ is nontrivial. Using SVD, we can find a basis for the null space. Adding this null space to $\rm x^*$, we obtain an affine space. Lastly, we can do a random walk on this affine space until we find another nonnegative solution or we quit, whichever comes first.
Dec 12, 2016 at 15:06 history edited Yauhen Yakimenka CC BY-SA 3.0
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Dec 12, 2016 at 14:59 history asked Yauhen Yakimenka CC BY-SA 3.0