In mathematical
optimization theory
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...
, the mixed linear complementarity problem, often abbreviated as MLCP or LMCP, is a generalization of the
linear complementarity problem In mathematical optimization theory, the linear complementarity problem (LCP) arises frequently in computational mechanics and encompasses the well-known quadratic programming as a special case. It was proposed by Cottle and Dantzig in 1968.
...
to include
free variables
In mathematics, and in other disciplines involving formal languages, including mathematical logic and computer science, a free variable is a notation (symbol) that specifies places in an expression where substitution may take place and is no ...
.
References
Complementarity problemsAlgorithms for complementarity problems and generalized equationsAn Algorithm for the Approximate and Fast Solution of Linear Complementarity Problems
Linear algebra
Mathematical optimization
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