Lemke's algorithm
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In mathematical optimization, Lemke's algorithm is a procedure for solving linear complementarity problems, and more generally mixed linear complementarity problems. It is named after Carlton E. Lemke.
Lemke's algorithm is of pivoting or basis-exchange type. Similar algorithms can compute Nash equilibria for two-person matrix and bimatrix games.
References
- Lua error in package.lua at line 80: module 'strict' not found. MR 1150683
- Lua error in package.lua at line 80: module 'strict' not found. (Available for download at the website of Professor Katta G. Murty.) MR 949214
External links
- OMatrix manual on Lemke
- Chris Hecker's GDC presentation on MLCPs and Lemke
- Linear Complementarity and Mathematical (Non-linear) Programming
- Siconos/Numerics open-source GPL implementation in C of Lemke's algorithm and other methods to solve LCPs and MLCPs
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