lemkelcp

A Python implementation of Lemke's Algorithm for linear complementarity problems


Keywords
linear complementarity problem lcp optimization
License
MIT
Install
pip install lemkelcp==0.1

Documentation

lemkelcp

This is Python implementation of Lemke's algorithm for linear complementarity problems. Namely, it attempts to find a solution, z to the constraints:

z >= 0 
Mz + q >= 0 
z'(Mz + q) = 0

Installation

python setupy.py install