Linear complementarity problem: Difference between revisions

Revision as of 23:27, 27 January 2015

Revision as of 07:58, 3 March 2015

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A sufficient condition for existence and uniqueness of a solution to this problem is that '''M''' be [[Symmetric matrix|symmetric]] [[Positive-definite matrix|positive-definite]].

The vector <math>{w}\,</math> is a [[slack variable]],<ref>{{citation|title=Convex Optimization of Power Systems|first=Joshua Adam|last=Taylor|publisher=Cambridge University Press|year=2015|isbn=9781107076877|page=172|url=https://books.google.com/books?id=JBdoBgAAQBAJ&pg=PA172}}.</ref> and so is generally discarded after <math>{z}\,</math> is found.{{Citation needed|date=March 2012}} As such, the problem can also be formulated as:

* <math>{Mz}+{q} \ge {0}\,</math>