LINEAR COMPLEMENTARY PROBLEM

*To*: mathgroup at christensen.cybernetics.net*Subject*: [mg2012] LINEAR COMPLEMENTARY PROBLEM*From*: stiegel at kepler.lbm.mw.tu-muenchen.de (Stiegelmeyr Andreas)*Date*: Thu, 14 Sep 1995 23:28:18 -0400*Organization*: Lehrstuhl B fuer Mechanik, Technical University Munich

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