Linear complementarity problem: Difference between revisions

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In [[mathematics]], the '''linear complementarity problem''' in [[linear algebra]] consists of starting with a known ''n''-dimensional column [[vectorcolumn (spatial)|vector]] '''''q''''' and a known ''n''×''n'' [[matrix (mathematics)|matrix]] '''''M''''', and finding two ''n''-dimensional vectors '''''w''''' and '''''z''''' such that:

#'''''q''''' = '''''w''''' − '''''Mz'''''

#''w_i'' ≥ 0 and ''z_i'' ≥ 0 for each ''i''