Gathering coeffients into a matrix
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Hello, I am working with converting a linear complementarity problem into an MILP problem; the LCP is defined as find a w and x =>0 such that w= Mx+q, w^tx=0. The conversion to MILP is as follows max a a, y, z st 0<=(My)+aq<= z 0<=y<=1-z 0<=a z = 0 or 1 e is the vector(array) of all ones.
now I want to write a code in MATlab that will do the formulations of the constraints and gather the coefficients of the variables (like gathering 2x1+ 3y1; 4x2 +7y2 into a matrix b = [2 3; 4 7]). I am at a real loss of how to gather the coefficients and any possible help would be great. I would also like to stay away from the using symbolic expressions to solve the constraints.
Thanks in advance
Nick
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