@crisw is right. Centipedes are beneficial insects. They are harmless and eat other bugs. If they really bother you, put them oustide in your garden. They eat spiders, termites, cockroaches, bedbugs, and ants. If you have house centipedes, it means you also have their prey. Get rid of the centipedes, and the other (not so beneficial bugs) will become more numerous.
If you know you also have ants, set up ant traps. If you think you might have bedbugs, get rid of the bedbugs. Once the centipedes don’t have a food source, they’ll leave on their own.