A unified approach to interior point algorithms for linear complementarity problems: A summary

A unified approach to interior point algorithms for linear complementarity problems: A summary

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Article ID: iaor1992303
Country: Netherlands
Volume: 10
Issue: 5
Start Page Number: 247
End Page Number: 254
Publication Date: Jul 1991
Journal: Operations Research Letters
Authors: , , ,
Abstract:

This note summarizes a report with the same title, where a study was carried out regarding a unified approach, proposed by Kojima, Mizuno and Yoshise, for interior point algorithms for the linear complementarily problem with a positive semi-definite matrix. This approach is extended to nonsymmetric matrices with nonnegative principal minors.

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