The Mizuno–Todd–Ye predictor–corrector algorithm for sufficient matrix linear complementarity problem

The Mizuno–Todd–Ye predictor–corrector algorithm for sufficient matrix linear complementarity problem

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Article ID: iaor2008974
Country: Hungary
Volume: 22
Issue: 1
Start Page Number: 41
End Page Number: 61
Publication Date: Jan 2005
Journal: Alkalmazott Matematikai Lapok
Authors: ,
Abstract:

We analyze a version of the Mizuno–Todd–Ye predictor–corrector interior point algorithm for the Px(κ)-matrix linear complementarity problem (LCP). We assume existence of a strictly positive feasible solution.

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