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A pivoting algorithm solving linear complementarity problems

version (3.07 KB) by Andreas Almqvist
A matlab implementation of pivoting algorithm solving linear complementarity problems


Updated 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 in the OpenOpt python package by Rob Dittmar, Enzo Michelangeli and IT Vision Ltd

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xf cheng




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MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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