Term of Award

Fall 2012

Degree Name

Master of Science in Mathematics (M.S.)

Document Type and Release Option

Thesis (open access)

Department

Department of Mathematical Sciences

Committee Chair

Goran Lesaja

Committee Member 1

Scott Kersey

Committee Member 2

Frederick Mynard

Committee Member 3

Frederick Mynard

Abstract

In this tesis, we present a new Infeasible Interior-Point Method (IPM) for monotone Linear Complementarity Problem (LPC). The advantage of the method is that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters the iterates are forced to stay in the neighborhood of the central path, hence, still guaranteeing the global convergence of the method under strict feasibility assumption. The number of iterations necessary to find -approximate solution of the problem matches the best known iteration bounds for these types of methods. The preliminary implementation of the method and numerical results indicate robustness and practical validity of the method.

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