An infeasible-interior-point algorithm for linear complementarity problems

An infeasible-interior-point algorithm for linear complementarity problems

0.00 Avg rating—0 Votes
Article ID: iaor19961402
Country: Netherlands
Volume: 67
Issue: 1
Start Page Number: 29
End Page Number: 51
Publication Date: Oct 1994
Journal: Mathematical Programming (Series A)
Authors:
Keywords: programming: convex
Abstract:

The paper modifies the algorithm of Zhang to obtain an O(n2L) infeasible-interior-point algorithm for monotone linear complementarity problems that has an asymptotic Q-subquadratic convergence rate. The algorithm requires the solution of at most two linear systems with the same coefficient matrix at each iteration.

Reviews

Required fields are marked *. Your email address will not be published.