Mathematical Sciences: Faculty Presentations (1991-2022)
Full-Newton-Step Infeasible Interior-Point Method for LCP That Requires Only One Step Per Iteration
Document Type
Presentation
Presentation Date
7-3-2016
Copyright
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Abstract or Description
An improved version of an infeasible full Newton-step interior-point method for linear complementarity problem is considered. In the ear-lier version, each iteration consisted of one infeasibility step and a few centering steps per iteration while in this version each iteration consists of only one infeasibility step. This improvement has been achieved by a much tighter estimate of the proximity measure after an infeasibil-ity step. However, the best iteration bound known for these types of methods is still achieved.
Sponsorship/Conference/Institution
European Conference on Operational Research (EURO)
Location
Poznan, Poland
Recommended Citation
Lesaja, Goran.
2016.
"Full-Newton-Step Infeasible Interior-Point Method for LCP That Requires Only One Step Per Iteration."
Mathematical Sciences: Faculty Presentations (1991-2022).
Presentation 221.
https://digitalcommons.georgiasouthern.edu/math-sci-facpres/221
