Term of Award
Master of Science in Mathematics (M.S.)
Document Type and Release Option
Thesis (open access)
Department of Mathematical Sciences
Committee Member 1
Committee Member 2
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.
Berdnikov, Andrii, "Full Newton Step Interior Point Method for Linear Complementarity Problem Over Symmetric Cones" (2013). Electronic Theses and Dissertations. 881.