Gordian Knot is the name of a company making locks for house doors. Dan Dreiberg has one of their locks installed after Rorshach forces an entry into his home. This does not stop Rorshach doing exactly the same thing again soon after.
The reference to one of Adrian Veidt's heroes may indicate that Gordian Knot is one of Veidt Enterprises' subsidiaries, or it may just be that Veidt's influence has led to a fashion for classical references in industry.
The name is a reference to a supposedly impossible knot which Alexander the Great dramatically severed with his sword, a story quoted by Adrian Veidt. The reference to cutting through what you can't untangle is appropriate to Rorshach's tendency to force locks rather than picking them.
Its name is a reference to the Gordian Knot, a legendary knot of such complexity that it could not be untied - the man who successfully did so was prophesied to become king. Eventually Alexander the Great undid the knot by cutting it open with his sword, fulfilling the prophecy through force and not by cunning. In a similar way, although Dan Dreiberg attempts to seal his home with a lock of great complexity, Rorschach is able to break in by forcing the lock instead of trying to pick it.