An Entropy Interval Newton Method for Linear Complementarity Problem

This paper presents a new entropy interval Newton method for linear complementarity problem. Firstly, the linear complementarity problem is formulated as an equivalent fixed point problem. Then, a maximum entropy function is adopted in the fixed point problem. As such, an interval extension of the entropy function is proposed. The corresponding solution algorithm is named as entropy interval Newton method. The relevant convergence property of the proposed solution algorithm is given together with some numerical examples to show the efficiency of the algorithm.