A rapid algorithm for a class of linear complementarity problems

摘要

In this paper, we propose a new rapid projection method for solving a class of linear complementarity problems based on matrix split technique and the idea of proximal point algorithm. The global convergence of the method is analyzed. Numerical experiments show that the new method compared with some existing methods has more efficiency and robustness in solving kinds of linear complementarity problems and can be applied very easily. Numerical experiments also show that the new method for those problems is almost not sensitive to the parameters used in this method.