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	STUDIA MATHEMATICA - Issue no. 3 / 2008

	Article:	COMPARATIVE STUDY BETWEEN LEMKE’S METHOD AND THE INTERIOR POINT METHOD FOR THE MONOTONE LINEAR COMPLEMENTARY PROBLEM. Authors: ADNAN YASSINE.


	Abstract: In this paper, we present two different methods in order to solve a monotone linear complementarity problem (LCP): a simplicial method (Lemke’s method) related to the Jordan’s pivot and the interior point method based on the central path. We demonstrate that a quadratic convex program (QCP) can be written as a (LCP) form and, thus, be solved by means of one of these two methods. We provide numerical simulations as well as experimental and comparative results regarding these two methods.




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