Interval Adjustable Entropy Method for LCP

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