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lemke

A pure Python implementation of Lemke's algorithm for linear complementarity problems (LCPs), including its application to computing a Nash equilibrium of a bimatrix game.

Installation

pip install git+https://github.com/gambitproject/lemke.git

Documentation

Full documentation is built with Sphinx from the doc/ directory and published on Read the Docs.

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A pure-Python implementation of Lemke's algorithm

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