A pivoting algorithm solving linear complementarity problems

Versione 1.1.0.0 (3,07 KB) da Andreas Almqvist
A matlab implementation of pivoting algorithm solving linear complementarity problems
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Aggiornato 25 apr 2013

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LCPSolve(M,q) solves the linear complementarity problem:

w = M*z + q, w and z >= 0, w'*z = 0

The function takes the matrix M and the vector q as arguments. The function has three return variables. The first the vectors w and the second is the vector z, found by complementary pivoting. The third return is a 1 by 2 vector. The first component is a 1 if the algorithm was successful and a 2 if a ray termination resulted. The second component is the number of iterations performed in the outer loop.

We acknowledge the work LCPSolve.py in the OpenOpt python package by Rob Dittmar, Enzo Michelangeli and IT Vision Ltd

Cita come

Andreas Almqvist (2025). A pivoting algorithm solving linear complementarity problems (https://www.mathworks.com/matlabcentral/fileexchange/41485-a-pivoting-algorithm-solving-linear-complementarity-problems), MATLAB Central File Exchange. Recuperato .

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Creato con R2012b
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Versione Pubblicato Note della release
1.1.0.0

Including all authors in the copyright
1.0.0.0