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Lipschitz solutions to linear complementarity problems (LCP)

Let $M\in\mathbb{R}^{n\times n}$. For $q\in\mathbb{R}^n$, define the set: $$S_M(q)=\{y\in\mathbb{R}^n|y\ge 0,q+My\ge 0, y^\top (q+My)=0\}.$$ This is the set of solutions to the LCP $(q,M)$. We say $...
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