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ENH: Implement LCP solver #690

Merged
merged 2 commits into from
Jan 29, 2023
Merged

ENH: Implement LCP solver #690

merged 2 commits into from
Jan 29, 2023

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oyamad
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@oyamad oyamad commented Jan 8, 2023

Solves a linear complementarity problem:

z >= 0
w = Mz + q >= 0
zw = 0

Straightforward implementation by just combining existing components in quantecon.

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coveralls commented Jan 8, 2023 •
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Coverage Status

Coverage: 92.87% (+0.07%) from 92.804% when pulling 3e061d7 on lcp_lemke into 360cd4d on main.

@oyamad oyamad merged commit c4ba7a6 into main Jan 29, 2023
@oyamad oyamad deleted the lcp_lemke branch January 29, 2023 02:29
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