Document Type
Article
Publication Date
4-2016
Publication Title
Croatian Operational Research Review
DOI
10.17535/crorr.2016.0001
ISSN
1848-9931
Abstract
We present an Infeasible Interior-Point Method for monotone Linear Complementarity Problem (LCP) which is an improved version of the algorithm given in [13]. In the earlier version, each iteration consisted of one feasibility step and few centering steps. The improved version guarantees that after one feasibility step, the new iterate is feasible and close enough to the central path thanks to the much tighter proximity estimate which is based on the new lemma introduced in [18]. Thus, the centering steps are eliminated. Another advantage of this method is the use of full-Newton-steps, that is, no calculation of the step size is required. The preliminary implementation and numerical results demonstrate the advantage of the improved version of the method in comparison with the old one.
Recommended Citation
Lesaja, Goran, Mustafa Ozen.
2016.
"Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems."
Croatian Operational Research Review, 7 (1): 1-18.
doi: 10.17535/crorr.2016.0001
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/386
Comments
Croatian Operational Research Review is an open access journal which means that all content is freely available without charge to the user or his/her institution. Users are allowed to read, download, copy, distribute, print, search, or link to the full texts of the articles in this journal without asking prior permission from the publisher or the author.