Algorithm 9.1.

Initialization:

A1) Let t = 1.

A2) Let be any real value for which is NCP.

Main cycle of the algorithm:

While , perform repeatedly steps B1-B4.

B1) If is not almost copositive, then let and go to B4, else continue at B2.

B2) If the set is empty, then stop. (In this case is unbounded.)

B3) Let .

B4) Let t = t+ 1.

Normal termination

C1) Let .

C2) Stop.