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