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In the last decade, work in linear complementarity problem (LCP) can be distinguish into two classes; (1) path following algorithm, and (2) potential reduction algorithm. The contents of this paper are divided into four main parts. In the first part we lay the path following algorithm for a LCP, including its basic algorithm and modified algorithm. In the second part we described the potential reduction algorithm for a LCP, including the "norm" technique and the "gradient projection" technique. The third part contains a "new" method which solves more general problem than LCP. And we can construct a path following method or a potential reduction method based on this new method. The LCP is a general problem which unifies linear and quadratic programs and bimatrix games are treated in the last part.
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