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Applied Mathematics and Optimization, Vol.48, No.3, 169-180, 2003
A self-adaptive projection and contraction method for linear complementarity problems
In this paper we develop a self-adaptive projection and contraction method for the linear complementarity problem (LCP). This method improves the practical performance of the modified projection and contraction method in [10] by adopting a self-adaptive technique. The global convergence of our new method is proved under mild assumptions. Our numerical tests clearly demonstrate the necessity and effectiveness of our proposed method.
Keywords:linear complementarity problem;projection and contraction method;self-adaptive technique;convergence analysis