Optimization::LemkeLCP Class Reference

Solves a linear complementarity problem. More...

#include <LCP.h>

Public Member Functions
	LemkeLCP (const Matrix &M, const Vector &q)
bool	Solve ()
void	GetW (Vector &w) const
void	GetZ (Vector &z) const
void	Print (std::ostream &out) const

Public Attributes
int	verbose

Detailed Description

Solves a linear complementarity problem.

* w = Mz + q
* w,z >= 0
* wk*zk = 0 for all indices k
* 

Convergence is assured if M is copositive, that is, x^t M x >= 0 if x >= 0, and satisfies (M+M^t)x = 0 for all x that satisfy x^t M x = 0 and M x >= 0

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The documentation for this class was generated from the following files:

• LCP.h
• LCP.cpp