MathGroup Archive 1995

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Lemke-Algorithm in Mathematica-Code

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  • Subject: [mg1997] Lemke-Algorithm in Mathematica-Code
  • From: stiegel at (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

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 ?

     A. Stiegelmeyr

Andreas Stiegelmeyr <stiegel at>
Institute B for Mechanics
Technical University of Munich

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