In this paper we develop a self-adaptive projection and contraction method for the linear complementarity problem (LCP). This method improves the practical performance of the modified projection and contraction method in  by adopting a self-adaptive technique. The global convergence of our new method is proved under mild assumptions. Our numerical tests clearly demonstrate the necessity and effectiveness of our proposed method.
Scopus Subject Areas
- Control and Optimization
- Applied Mathematics
- Convergence analysis
- Linear complementarity problem
- Projection and contraction method
- Self-adaptive technique