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LINEAR COMPLEMENTARY PROBLEM


I want to solve a  LINEAR COMPLEMENTARY PROBLEM by using Mathematica!
This Problem looks as follows:

           y = A x + b;                 (I)
           y >= 0; x >= 0; y * x = 0;   (II)

The quadritic matrix A and the vector b are known. The task is, to
determine the vectors x and y in such a way, that the equality-
-inequality-conditions (II) are fulfilled.

One can use for example the Lemke-Algorithm to solve this problem.

How can I get this or an equivalent Algorithm for Mathematica?

Regards
     A. Stiegelmeyr

--
Andreas Stiegelmeyr <stiegel at lbm.mw.tu-muenchen.de>
Institute B for Mechanics
Technical University Munich


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