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A pivoting algorithm solving linear complementarity problems

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A pivoting algorithm solving linear complementarity problems



24 Apr 2013 (Updated )

A matlab implementation of pivoting algorithm solving linear complementarity problems

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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


This file inspired An Lcp Solution Of The Linear Elastic Contact Mechanics Problem.

Required Products MATLAB
MATLAB release MATLAB 8.0 (R2012b)
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25 Apr 2013 1.1

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