Linear complementarity problem: Difference between revisions

Revision as of 09:24, 30 October 2006

Revision as of 08:56, 9 January 2007

Line 4:

#''w_i''×''z_i'' = 0 (i.e. either ''w_i''=0 or ''z_i''=0) for each i

There are several [[algorithm]]s (e.g. [[Lemke's algorithm]]) dealing with specific cases of the linear complementarity problem.

A linear complementarity problem has a unique solution if and only if '''''M''''' is a [[P-matrix]].

Line 10:

*[[Quadratic programming]]

*[[Optimization (mathematics)]]

==Further reading==

* Cottle, Richard (1992). ''The linear complementarity problem''. Boston, Mass. : Academic Press

[[Category:Linear algebra]][[Category:Optimization]]