In this paper, we present a new interior-point method of convergence order six to solve the linear complementarity problem. Computational efficiency in its general form is discussed and a comparison between the efficiency of the proposed method and existing ones is made. The performance is tested through numerical experiments on some test problems and a practical example of bio-economic equilibrium model.
Bulletin of Mathematical Sciences and Applications (Volume 15)
Y. El Foutayeni and M. Khaladi, "The Linear Complementarity Problem and a Modified Newton's Method to Find its Solution", Bulletin of Mathematical Sciences and Applications, Vol. 15, pp. 17-35, 2016