A Infeasible Interior point homotopy method for solving linear complementarity problem

Abstract

A global convergence Infeasible Interior point homotopy method for solving linear complementarity problem has been introduced in this paper. We give the homotopy equation and prove in details the existence of the smooth path from almost any positive orthant initial point to a solution of LCP. We give several preliminary numerical results. Numerical results are presented to show the effectiveness of this method.