Article ID: | iaor19971557 |
Country: | Netherlands |
Volume: | 62 |
Issue: | 1 |
Start Page Number: | 81 |
End Page Number: | 102 |
Publication Date: | Mar 1996 |
Journal: | Annals of Operations Research |
Authors: | Potra Florian A. |
Keywords: | interior point methods |
The Mizuno-Todd-Ye predictor-corrector algorithm for linear programming is extended for solving monotone linear complementarity problems from infeasible starting points. The proposed algorithm requires two matrix factorizations and at most three backsolves per iteration. Its computational complexity depends on the quality of the starting point. If the starting points are large enough, then the algorithm has