#### Title

An Infeasible-Interior-Point Predictor-Corrector Algorithm for the P*-Geometric LCP

#### Document Type

Article

#### Publication Date

9-1997

#### Publication Title

Applied Mathematics and Optimization

#### DOI

10.1007/BF02683343

#### ISSN

1432-0606

#### Abstract

A*P* _{*}-geometric linear complementarity problem (*P* _{*}GP) as a generalization of the monotone geometric linear complementarity problem is introduced. In particular, it contains the monotone standard linear complementarity problem and the horizontal linear complementarity problem. Linear and quadratic programming problems can be expressed in a “natural” way (i.e., without any change of variables) as* P* _{*}GP. It is shown that the algorithm of Mizuno*et al.* [6] can be extended to solve the*P* _{*}GP. The extended algorithm is globally convergent and its computational complexity depends on the quality of the starting points. The algorithm is quadratically convergent for problems having a strictly complementary solution.

#### Recommended Citation

Lesaja, Goran, Mihai Anitescu, Florian A. Potra.
1997.
"An Infeasible-Interior-Point Predictor-Corrector Algorithm for the P*-Geometric LCP."
*Applied Mathematics and Optimization*, 36 (2): 203-228.
doi: 10.1007/BF02683343 source: https://link.springer.com/article/10.1007%2FBF02683343

https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/577