Term of Award

Summer 2015

Degree Name

Master of Science in Mathematics (M.S.)

Document Type and Release Option

Thesis (open access)

Copyright Statement / License for Reuse

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 License.

Department

Department of Mathematical Sciences

Committee Chair

Goran Lesaja

Committee Member 1

Scott Kersey

Committee Member 2

Yan Wu

Abstract

In this thesis, we present an improved version of Infeasible Interior-Point Method (IIPM) for monotone Linear Complementarity Problem (LCP). One of the most important advantages of this version in compare to old version is that it only requires feasibility steps. In the earlier version, each iteration consisted of one feasibility step and some centering steps (at most three in practice). The improved version guarantees that after one feasibility step, the new iterated point is feasible and close enough to central path. Thus, the centering steps are eliminated. This improvement is based on the Lemma(Roos, 2015). Thanks to this lemma, proximity of the new point after the feasibility step is guaranteed with a more strict upper bound. Another advantage of this method is that it uses full-Newton steps, which means that no calculation of the step size is required at each iteration and that the cost is decreased. The implementation and numerical results demonstrate the reliability of the method.

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