Term of Award
Summer 2011
Degree Name
Master of Science in Mathematics (M.S.)
Document Type and Release Option
Thesis (open access)
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
Scott Kersey
Committee Member 2
Billur Kaymakcalan
Abstract
In this thesis, we present a new 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 2-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.
Recommended Citation
Kaluarachchi, H.K. Pubudu, "Full-Newton-Step Interior-Point Method for the Linear Complementarity Problems" (2011). Electronic Theses and Dissertations. 669.
https://digitalcommons.georgiasouthern.edu/etd/669
Research Data and Supplementary Material
No
