A pivoting algorithm solving linear complementarity problems

A matlab implementation of pivoting algorithm solving linear complementarity problems
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Mise à jour 25 avr. 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

Citation pour cette source

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

Compatibilité avec les versions de MATLAB
Créé avec R2012b
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Version Publié le Notes de version
1.1.0.0

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1.0.0.0