Linear complementarity problem: Difference between revisions

Revision as of 21:55, 16 December 2009

Revision as of 06:13, 29 January 2010

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Given a real matrix '''M''' and vector '''q''', the linear complementarity problem seeks vectors '''z''' and '''w''' which satisfy the following constraints:

* <math>\mathbf{w} -= \mathbf{Mz} =+ \mathbf{q} </math>

* <math>\mathbf{w} \ge 0, \mathbf{z} \ge 0</math> (that is, each component of these two vectors is non-negative)

* <math>{w}_i {z}_i = 0</math> for all i. (The [[Complementarity theory |complementarity]] condition)