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Lemke's algorithm

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This is an old revision of this page, as edited by Kiefer.Wolfowitz (talk | contribs) at 16:09, 3 April 2010 (→References: * {{cite book|last1=Cottle|first1=Richard W.|last2=Pang|first2=Jong-Shi|last3=Stone|first3=Richard E.|title=The linear complementarity problem | series=Computer Science and Scientific). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

Lemke's algorithm is a method for solving mixed linear complementarity problems and linear complementarity problems.

References

  • Cottle, Richard W.; Pang, Jong-Shi; Stone, Richard E. (1992). The linear complementarity problem. Computer Science and Scientific Computing. Boston, MA: Academic Press, Inc. pp. xxiv+762 pp. ISBN 0-12-192350-9. MR1150683
  • OMatrix manual on Lemke
  • Chris Hecker's GDC presentation on MLCPs and Lemke
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