Add linear complementarity problem support

chkwon / PATHSolver.jl

provides a Julia wrapper for the PATH Solver for solving mixed complementarity problems

http://pages.cs.wisc.edu/%7Eferris/path.html

MIT License

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Add linear complementarity problem support #21

Closed rdeits closed 6 years ago

rdeits commented 6 years ago

Adds solveLCP(f_eval, lb, ub, [var_name], [con_name]) and solveLCP(f_eval, M, lb, ub, [var_name], [con_name]). This avoids the call to ForwardDiff.jacobian at every iteration, so it should be much faster for problems which are actually linear.

rdeits commented 6 years ago

(this PR builds on top of the changes included in #20)

coveralls commented 6 years ago

Coverage decreased (-2.2%) to 97.778% when pulling 18976df27273578c3d28509e7c539a583fe6799b on rdeits:lcp into 7e4928af53c1e6be91a288f8fe048777a6a1b3e4 on chkwon:master.