Mathematical Sciences: Faculty Publications
Interior-Point Methods for Linear Complementarity Problems
Document Type
Article
Publication Date
2015
Publication Title
Croatian Operational Research Review
ISSN
1848-9931
Abstract
In this paper we consider an Infeasible Full Newton-step Interior-Point Method (IFNS-IPM) for monotone Linear Complementarity Problems (LCP). The method does not require a strictly feasible starting point. In addition, the method avoids calculation of the step size and instead takes full Newton-steps at each iteration. Iterates are kept close to the central path by suitable choice of parameters. The algorithm is globally convergent and the iteration bound matches the best known iteration bound for these types of methods.
Recommended Citation
Lesaja, Goran.
2015.
"Interior-Point Methods for Linear Complementarity Problems."
Croatian Operational Research Review, 5: 114-129.
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/544
Copyright
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