Article ID: | iaor19942478 |
Country: | Netherlands |
Volume: | 61 |
Issue: | 2 |
Start Page Number: | 161 |
End Page Number: | 170 |
Publication Date: | Sep 1993 |
Journal: | Mathematical Programming (Series A) |
Authors: | Goldfarb Donald, Liu Shucheng |
In this paper the authors combine partial updating and an adaptation of Anstreicher's safeguarded linesearch of the primal-dual potential function with Kojima, Mizuno and Yoshise's potential reduction algorithm for the linear complementarity problem to obtain an