Algorithm 9.6.
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 or adj has a negative entry, 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.