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LCP / MCP solver (Newton-based)

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Solve the Linear Complementarity Problem.

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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.

Comments and Ratings (1)

Erez

Erez (view profile)

Thanks!

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