Linear complementarity problem: Difference between revisions

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Relationship between QP and LCP is due to the KKT theory
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==Relation to quadratic programming==
 
FindingAccording to the [[Karush–Kuhn–Tucker conditions]], finding a solution to the linear complementarity problem is equivalent to minimizing the quadratic function
 
: <math>f(\mathbf{z}) = \mathbf{z}^{\mathrm{T}}(\mathbf{Mz}+\mathbf{q})</math>