Neglect. Most styes will go away on their own in a couple weeks. A 17th century medical book recommended rubbing the stye daily with a gold ring. It worked but not because the ring did anything! some experts recommend hot compresses to make it mature sooner. If the stye ruptures you may need some antibiotic drops if it causes a conjunctival infection.
Warm compresses. Warm compresses (wash cloth with hot water and hold it on the stye for 5-10 minutes, reheating as needed), or surgical incision and drainage, or steroid have been the only effective treatments demonstrated get rid of a stye. A stye is due to the orifice of an oil gland (mebomian gland) in the eyelid margin becoming inflamed, and not an infection, so antibiotics are not indicated.
Warm compresses. Apply a warm wet washclothe to your eyelid four times per day. If this does not cause the stye to resolve, see an ophthalmologist.