Regularized solution of LCP problems with application to rigid body dynamics

For Linear Complementarity Problems (LCP) with a positive semidefinite matrix M, iterative solvers can be derived by a process of regularization. In [3] the initial LCP is replaced by a sequence of positive definite ones, with the matrices M + αI. Here we analyse a generalization of this method where the identity I is replaced by a positive definite diagonal matrix D. We prove that the sequence of approximations so defined converges to the minimal D-norm solution of the initial LCP. This extension opens the possibility for interesting applications in the field of rigid multibody dynamics.