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LCP / MCP solver (Newton-based)

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LCP / MCP solver (Newton-based)

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01 Aug 2008 (Updated )

Solve the Linear Complementarity Problem.

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Description

x = LCP(M,q) solves the LCP

          x >= 0
     Mx + q >= 0
  x'(Mx + q) = 0

  x = LCP(M,q,l,u) solves the generalized LCP (a.k.a MCP)

  l < x < u => Mx + q = 0
      x = u => Mx + q < 0
  l = x => Mx + q > 0

  x = LCP(M,q,l,u,x0,display) allows the optional initial value 'x0' and
  a binary flag 'display' which controls the display of iteration data.

MATLAB release MATLAB 7.6 (R2008a)
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Comments and Ratings (1)
06 Jun 2010 Erez

Thanks!

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