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m Robot - Moving category Optimization to Mathematical optimization per CFD at Wikipedia:Categories for discussion/Log/2008 August 14. |
the previous statement was somewhat misleading -- M *must* be P.D. in order for the objective to be convex in the first place; this is not a special requirement of Lemke's or Dantzig's algorithms |
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Indeed, these constraints ensure that ''f'' is always non-negative, so that it attains a minimum of 0 at '''x''' if and only if '''x''' solves the linear complementarity problem.
Although any quadratic programming algorithm can solve an LCP, there exist more efficient, specialized algorithms, such as [[Lemke's algorithm]] and [[Dantzig's algorithm]]
==See also==
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