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IE417 Lecture 24

4

Solving the LCP

  • We can formulate the LCP as an optimization problem:

min

jj [y w +

s t Iw

Mz

w, z y

1

y j ) z j ]

=q 0 ∈ {0, 1}

The optimal solution is zero if and only if the solution is complementary. T h e v a r i a b l e y j i n d i c a t e s w h i c h o f w j a n d z j i s n o n z e r o .

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