Hello all,
I am looking for an implementation of the "path algorithm" (i.e. uses
the nonsmooth Newton method as the core algorithm) for solving linear
complementarity problems in C or matlab.
z=>0 ,w=Mz+q=>0 and w*z=0
Any suggestions?
Best.
M

Clockwork wrote:
Hello all,

I am looking for an implementation of the "path algorithm" (i.e. uses
the nonsmooth Newton method as the core algorithm) for solving linear
complementarity problems in C or matlab.

z=>0 ,w=Mz+q=>0 and w*z=0

Any suggestions?

Best.

M