Bard-type Methods for the Linear Complementarity problem with symmetric positive Definite Matrices

Abstract

In this paper, the authors develop two heuristic Block Bard-type methods for solving linear complementarity problems with P-matrices. Two implementations of these algorithms for sparse symmetric P (positive definite) matrices without special structure are described. A computational study of these methods is also presented, and shows that the heuristic methods are quite efficient for the solution of large-scale linear complementarity problems with such matrices.