ONE ITERATIVE METHOD TYPE FEASIBLE DIRECTIONS FOR THE LINEAR COMPLEMENTARITY PROBLEM

José Marcos LOPES[1]

§    ABSTRACT: We present in this work a new iterative algorithm for solving Linear Complementarity Problem (LCP). This consist basically in : given a point xk , determine through Pang ’s scheme the point z – k and the direction dk = z - k –zk; from zk and the direction dk a one dimensional minimization for the quadratic function j (.) associated at the LPC is computed.

§    KEYWORDS: Iterative methods; linear complementarity; feasible directions methods; SOR, JOR and SSOR methods.



[1]Departamento de Ciências – Faculdade de Engenharia de Ilha Solteira – UNESP – 15378-000 – Ilha Solteira – SP.