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Description
Bug found by an instance in some benchmark script generated by ChatGPT:
import numpy as np
from quantecon.optimize import lcp_lemke
n = 10
seed = 0
rng = np.random.RandomState(seed)
A = rng.standard_normal((n, n))
M = A.T @ A + np.eye(n)
q = rng.standard_normal(n)
res = lcp_lemke(M, q)
res.z
array([ 0. , 0. , 0.3476126 , 0. , 0. ,
0. , 0. , 0.27700921, 0. , -0.40131452])
The condition z >= 0
is violated.