Linear complementarity problem: Difference between revisions

Revision as of 07:14, 11 September 2009

Revision as of 15:00, 7 October 2009

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

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]].