The curvature integral nad the complexity of linear complementarity problems

The curvature integral nad the complexity of linear complementarity problems

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Article ID: iaor19971102
Country: Netherlands
Volume: 70
Issue: 1
Start Page Number: 107
End Page Number: 122
Publication Date: Oct 1995
Journal: Mathematical Programming (Series A)
Authors: ,
Keywords: computational analysis
Abstract:

In this paper, the authors propose a predictor-corrector-type algorithm for solving the linear complemtnarity problem (LCP), and prove that the actual number of iterations needed by the algorithm is bounded from above and from below by a curvature integral along the central trajectory of the problem. This curvature integral is not greater than, possibly smaller than, the best upper bound obtained in the literature to date.

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