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Linear complementarity problem
In mathematics, the linear complementarity problem in linear algebra consists of starting with a known n-dimensional column vector q and a known n×n matrix M, and finding two n-dimensional vectors w and z such that:
- q = w − Mz
- wi ≥ 0 and zi ≥ 0 for each i
- wi×zi = 0 (i.e. either wi=0 or zi=0) for each i
There are several algorithms dealing with specific cases of the linear complementarity problem.
See also
Last updated: 05-29-2005 10:09:36
10-26-2009 08:16:03
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The contents of this article is licensed from www.wikipedia.org under the GNU Free Documentation License. Click here to see the transparent copy and copyright details