Linear complementarity problem: Difference between revisions

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Numsgil (talk | contribs)
Aggressive refactor based on the two online references I found
Numsgil (talk | contribs)
Dantzig's algorithm == simplex method?
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Because these constraints ensure that ''f'' is always non-negative, it attains its minimum of 0 at '''z''' if and only if '''z''' solves the linear complementarity problem.
 
If '''M''' is [[Positive-definite matrix|positive definite]], any algorithm for solving (convex) [[Quadratic programming|QPs]] can of course be used to solve the LCP. However, there also exist more efficient, specialized algorithms, such as [[Lemke's algorithm]] and [[Simplex algorithm | Dantzig's algorithm]].
 
== See also ==