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: | Zhu Jishan, Zhao Gongyun |
Keywords: | computational analysis |
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.