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.

Periodical:

Bulletin of Mathematical Sciences and Applications (Volume 15)

Pages:

17-35

Citation:

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

Online since:

May 2016

Authors:

Keywords:

Distribution:

Open Access

This work is licensed under a

Creative Commons Attribution 4.0 International License

References:

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