Abstract

In this paper, we adapt the octahedral simplicial algorithm for solving systems of nonlinear equations to solve the linear complementarity problem with upper and lower bounds. The proposed algorithm generates a piecewise linear path from an arbitrarily chosen pointz 0 to a solution point. This path is followed by linear programming pivot steps in a system ofn linear equations, wheren is the size of the problem. The starting pointz 0 is left in the direction of one of the 2n vertices of the feasible region. The ray along whichz 0 is left depends on the sign pattern of the function value atz 0. The sign pattern of the linear function and the location of the points in comparison withz 0 completely govern the path of the algorithm.

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