Combined approach to solve linear complementarity problem
DOI:
https://doi.org/10.33993/jnaat452-1088Keywords:
linear complementarity problem, Lemke algorithm, quadratic convex program, linear program, pivotAbstract
In this paper, we present a new approach in order to solve the linear complementary problem noted (LCP). We have combined the ideas of Lemke's method and its variants taking advantage of the benefits of each approach in order to improve the convergence of these algorithms.
Numerical simulations and comparative results of the new approach are provided.
Since the quadratic convex program and linear program can be written as (LCP), so it can be resolved thanks to our new approach.
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