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LCP

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Linear Complementarity Problems (LCP)

$\mathbf{find \ w, z: w = M z + q}$

subjected to

$\mathbf{M \in R^{n \times n}, q \in R^n}$

$\mathbf{w \in R^n, w \ge 0 }$

$\mathbf{z \in R^n,z \ge 0}$

$\mathbf{w^T z = 0}$

LCP solvers connected to OpenOpt:

Solver	License	Made by	Info
(since OO 0.32) lcpsolve	MIT	Rob Dittmar, Enzo Michelangeli and IT Vision Ltd	The solver consists from about 100 lines of Python code and is included into OO code.

See also: