Abstract
Linear complementarity problems (LCP) may be solved if their condition number, defined appropriately is positive. This paper presents a transformation for the LCP which satisfy mild conditions to a form which will have a positive condition number. For these extensive classes an Interior point method can be used to solve it.
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Di Giacomo, L. An extension of interior point potential reduction algorithm to solve general LCPs. J Glob Optim 44, 553–561 (2009). https://doi.org/10.1007/s10898-008-9356-0
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DOI: https://doi.org/10.1007/s10898-008-9356-0