title: New projection-type methods for monotone LCP with finite termination
abstract: In this paper we establish two new projection-type methods for the solution of the monotone linear complementarity problem (LCP). The methods are a combination of the extragradient method and the Newton method, in which the active set strategy is used and only one linear system of equations with lower dimension is solved at each iteration. It is shown that under the assumption of monotonicity, these two methods are globally and linearly convergent. Furthermore, under a nondegeneracy condition they have a finite termination property. Finally, the methods are extended to solving the monotone affine variational inequality problem
keyphrases: projection-type methods monotone LCP monotonicity finite termination monotone linear complementarity problem extragradient method Newton method active set strategy linear system of equations iteration convergence nondegeneracy condition monotone affine variational inequality problem matrix vector