The Square-Newton iteration for linear complementarity problem


Mei Feng, Xiang Wang, Teng Wang




For getting the numerical solution of the linear complementary problem (LCP), there are many methods such as the modulus-based matrix splitting iteration and the modulus-based nonsmooth Newton's method. We proposed the Square-Newton method to solve the LCP. This method could solve LCP efficiently. We gave the theoretical analysis and numerical experiments in the paper.