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Lemke-Algorithm in Mathematica-Code


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


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