Comparative Study between Lemke’s Method and the Interior Point Method for the Monotone Linear Complementary Problem
نویسنده
چکیده
In this paper, we present two different methods in order to solve a monotone linear complementarity problem (LCP ): a simplicial method (Lemke’s method) related to the Jordan’s pivot and the interior point method based on the central path. We demonstrate that a quadratic convex program (QCP ) can be written as a (LCP ) form and, thus, be solved by means of one of these two methods. We provide numerical simulations as well as experimental and comparative results regarding these two methods.
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