Term of Award
Fall 2013
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
Alina Iacob
Committee Member 2
Alex Stokolos
Abstract
In this thesis, we present a new Feasible Interior-Point Method (IPM) for Linear Complementarity Problem (LPC) over Symmetric Cones. The advantage of this method lies in that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. By suitable choice of parameters we prove the global convergence of iterates which always stay in the the central path neighborhood. A global convergence of the method is proved and an upper bound for the number of iterations necessary to find ε-approximate solution of the problem is presented.
Recommended Citation
Berdnikov, Andrii, "Full Newton Step Interior Point Method for Linear Complementarity Problem Over Symmetric Cones" (2013). Electronic Theses and Dissertations. 881.
https://digitalcommons.georgiasouthern.edu/etd/881
