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A non-interior-point continuation method for linear complementarity problems. (English) Zbl 0788.65073
The authors present a continuation method for the linear complementary problem: “Find an $$x\in \mathbb{R}^ n$$ such that $$x\geq 0$$, $$w= Mx+ q\geq 0$$ and $$w^ T x=0$$, where $$M$$ is an $$n\times n$$ matrix and $$q\in\mathbb{R}^ n$$”.
The given method is based on a class of interior-point algorithms. Computational tests are given and the results are compared with the polynomial path following algorithm and Lemke’s algorithm.

##### MSC:
 65K05 Numerical mathematical programming methods 90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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