Mixed linear complementarity problem
{{short description|Method in linear algebra}}
In mathematical optimization theory, the mixed linear complementarity problem, often abbreviated as MLCP or LMCP, is a generalization of the linear complementarity problem to include free variables.
References
- [http://www.uclm.es/area/gsee/Web/Raquel/Complementarity_Problems.pdf Complementarity problems]
- [https://ftp.cs.wisc.edu/math-prog/tech-reports/95-14.ps Algorithms for complementarity problems and generalized equations]
- [http://www.mcs.anl.gov/~leyffer/listn/slides-07/morales.pdf An Algorithm for the Approximate and Fast Solution of Linear Complementarity Problems]
{{Mathematical programming}}
Category:Mathematical optimization
{{Linear-algebra-stub}}
{{mathanalysis-stub}}