A fast algorithm for solving the linear complementarity problem in a finite number of steps.

Abstract

In this work, we present an algorithm that has a finite number of steps for solving a linear complementarity problem LCP (M, q). If the solution of the linear complementarity problem LCP (M, q) exists, then we prove, under certain assumptions predefined on the matrix M, that the proposed algorithm converges to this solution. To solve the LCP (M, q), we use the fact that this last one is equivalent to solve the equation of the absolute value. In order to clarify the speed of our algorithm as a function of time and number of iterations, we apply this algorithm to some numerical examples, also we compare it with other methods.

Topics & Concepts