Lemke-Algorithm in Mathematica-Code
- To: mathgroup at christensen.cybernetics.net
- Subject: [mg1997] Lemke-Algorithm in Mathematica-Code
- From: stiegel at kepler.lbm.mw.tu-muenchen.de (Stiegelmeyr Andreas)
- Date: Wed, 6 Sep 1995 23:50:52 -0400
- Organization: Lehrstuhl B fuer Mechanik, Technical University Munich
I have a Linear Complemantary Problem in Standard Form whitch looks as follows:
y = A x + b (I)
y >= 0; x >= 0; y x = 0 (II)
The quadratic matrix A and the vector b are known. The vectors x and y have to
be determined in a way that the inequality and equality conditons (II) are
fulfilled.
One can use for example a LEMKE-ALGORITHM for solving this problem.
Does anybody know how to get this ore an equivalent algorithm for mathematica ?
Regards
A. Stiegelmeyr
--
Andreas Stiegelmeyr <stiegel at lbm.mw.tu-muenchen.de>
Institute B for Mechanics
Technical University of Munich