Term of Award
Summer 2020
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
Ionut Iacob
Abstract
In this thesis, we present a path-following interior point method (IPM) algorithm to solve a monotone linear complementarity problem (LCP). A new eligible kernel function will be used to help improve the theoretical iteration bounds for the path-following IPM algorithm. IPM algorithms have two types of updates called large-step updates and small-step updates. Small-step updates have a better theoretical iteration bound than large-step updates, even though large-step updates perform better in practice than small-step updates. It is shown in this thesis, that using this new eligible kernel function will lead to the small-step and large-step updates to have the same theoretical iteration bound, matching the best know iteration bound. These results help close the ironic gap between theoretical complexity and practical use of path-following IPMs.
Recommended Citation
Williams, Tiffani, "Path-Following Interior Point Method With Improved Iteration Bounds For Monotone Linear Complementarity Problem" (2020). Electronic Theses and Dissertations. 2153.
https://digitalcommons.georgiasouthern.edu/etd/2153
Research Data and Supplementary Material
No
