This is Python implementation of Lemke's algorithm for linear complementarity problems. Namely, it attempts to find a solution, z to the constraints:
z >= 0
Mz + q >= 0
z'(Mz + q) = 0
sol = lemkelcp(M,q,maxIter)
Where sol is a tuple:
z,exit_code,exit_string = sol
| z | exit_code | exit_string |
|---|---|---|
| solution to LCP | 0 | 'Solution Found' |
| None | 1 | 'Secondary ray found' |
| None | 2 | 'Max Iterations Exceeded' |
import numpy as np
import lemkelcp as lcp
M = np.array([[2,1],
[0,2]])
q = np.array([-1,-2])
sol = lcp.lemkelcp(M,q)
Gives a solution
(array([ 0., 1.]), 0, 'Solution Found')
M = np.array([[2,-1],
[0,-2]])
q = np.array([-1,-2])
sol = lcp.lemkelcp(M,q)
gives a solution
(None, 1, 'Secondary ray found')
pip install lemkelcp
git clone https://github.com/AndyLamperski/lemkelcp.git
cd lemkelcp
python setupy.py install
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