Document Type
Article
Publication Date
2012
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, Antre M. Drummer, Ljiljana Miletić.
2012.
"Full Newton-Step Interior-Point Method for Linear Complementarity Problems."
Croatian Operational Research Review, 3 (1): 163-176.
source: http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=142455
https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/69
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.