标题: 基于Newton算法的LCP / MCP (线性互补问题)解算器 [打印本页] 作者: 建不了的模。 时间: 2014-8-7 14:02 标题: 基于Newton算法的LCP / MCP (线性互补问题)解算器 基于Newton算法的LCP / MCP (线性互补问题)解算器 / ^0 V1 v' Q* `$ _( P , G) e6 u) Z7 q1 ~. d% k0 @Solve the Linear Complementarity Problem. 0 ]* ^7 G. [0 _! p* R6 n) L" _. h; h + W+ B' }5 i' sx = LCP(M,q) solves the LCP ^3 @8 n* U/ \( _! q$ F
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x >= 0 - ~4 y4 t) A# Q% k* T) H" H$ p8 m Mx + q >= 0 # a) @2 g4 Q5 r0 \- s- C' ` x'(Mx + q) = 0 : n0 X7 i1 M* E- f# z
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x = LCP(M,q,l,u) solves the generalized LCP (a.k.a MCP) 0 J- K+ C# x9 u) |5 J- s* a c9 ]/ P: D i
l < x < u => Mx + q = 0 - c$ r$ P7 w$ d; l2 w% c
x = u => Mx + q < 0 * M; e" \+ a0 G! ^1 A l = x => Mx + q > 0 # y* c; G# l! W/ v5 s7 p
$ u, V9 l# t3 _" T% R$ g: r x = LCP(M,q,l,u,x0,display) allows the optional initial value 'x0' and : a: ~1 d( n/ j) `+ r$ C% q- C! U
a binary flag 'display' which controls the display of iteration data.1 ~; f/ I7 H1 N" H