Lemke's algorithm is a mathematical method used to find a solution to a class of problems known as linear complementarity problems (LCPs). An LCP involves finding a vector \( z \) such that: 1. \( Mz + q \geq 0 \) 2. \( z \geq 0 \) 3.

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  1. Optimization algorithms and methods
  2. Algorithms
  3. Applied mathematics
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