Title

Infeasible Full Newton-Step Interior-Point Methods for P*(κ)-Linear Complementarity Problems

Document Type

Presentation

Publication Date

8-19-2012

Abstract

We present an infeasible Full-Newton-Step Interior-Point Method for Linear Complementarily Problems. The advantage of the method, in addition to starting from an infeasible stating point, is that it uses full Newton-steps, thus avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters iterates are forced to stay in the neighborhood of the central path, thus, still guaranteeing the global convergence of the method. The number of iterations necessary to find epsilon-approximate solution of the problem matches the best known iteration bounds for these types of methods.

Sponsorship/Conference/Institution

International Symposium on Mathematical Programming (ISMP)

Location

Berlin, Germany

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