Lemke's algorithm
Introduction 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 * *  (Available for download at the website of Professor  Katta G. Murty.)
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