A One-Step Per Iteration Full-Newton-Step Infeasible Interior-Point Method for LCP

Document Type

Presentation

Presentation Date

9-26-2016

Abstract or Description

An improved version of an infeasible full Newton-step interior-point method for linear complementarity problem is considered. In the earlier version of the method, each iteration consisted of one feasibility step and a few centering steps per iteration while in this version each iteration consists of only one feasibility step. This improvement has been achieved by a much tighter estimate of the proximity measure after the feasibility step. However, the best iteration bound known for these types of methods is still achieved. Preliminary computational results show the advantage of the new version over the old version of the method.

Sponsorship/Conference/Institution

International Conference on Operations Research (KOI)

Location

Osijek, Croatia

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