Term of Award
Summer 2015
Degree Name
Master of Science in Mathematics (M.S.)
Document Type and Release Option
Thesis (restricted to Georgia Southern)
Copyright Statement / License for Reuse
This work is licensed under a Creative Commons Attribution 4.0 License.
Department
Department of Mathematical Sciences
Committee Chair
Goran Lesaja
Committee Member 1
Hua Wang
Committee Member 2
Yan Wu
Abstract
One of mathematical problems, that have many practical applications, is the well-known linear complementary problem (LCP) which consists of finding a certain vector that satisfy a set of linear inequalities and complementary equation. In this thesis, after introducing and analyzing a kernel-based primal-dual interior-point method (IPM) for solving LCP, we consider several, fairly general, eligible kernel functions. We show that the algorithm, with some of those kernel functions, has comparable complexity with the best complexity results obtained in the literature for these type of methods. Three basic implementations of the algorithm in MATLAB were used to conduct a series of numerical tests for different kernel functions, showing promising performance.
Recommended Citation
Katic, Robert, "Computational Study of Kernel - Based Interior - Point Method for LCP" (2015). Electronic Theses and Dissertations. 1304.
https://digitalcommons.georgiasouthern.edu/etd/1304