Linear complementarity problem: Difference between revisions

Revision as of 20:52, 9 October 2015

Revision as of 10:38, 8 November 2015

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

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

* <math>\Sigma_i{w}_i {z}_i = 0\,</math> for all i. (The [[Complementarity theory|complementarity]] condition). This can also be written as <math>z^Tw = 0</math>.

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]].