Polynomial interior point algorithms for general linear complementarity problems

Polynomial interior point algorithms for general linear complementarity problems

0.00 Avg rating0 Votes
Article ID: iaor20105460
Volume: 5
Issue: 1
Start Page Number: 1
End Page Number: 12
Publication Date: Jan 2010
Journal: Algorithmic Operations Research
Authors: , ,
Keywords: complementarity, interior point methods
Abstract:

Linear Complementarity Problems (LCPs) belong to the class of NP-complete problems. Therefore we can not expect a polynomial time solution method for LCPs without requiring some special property of the coefficient matrix. Following our recently published ideas we generalize affine scaling and predictor-corrector interior point algorithms to solve LCPs with general matrices in EP-sense, namely, our generalized interior point algorithms either solve the problems with rational coefficient matrix in polynomial time or give a polynomial size certificate that our matrix does not belong to the set of P * (˜κ) matrices, with arbitrary large, but apriori fixed, rational, positive ˜κ.

Reviews

Required fields are marked *. Your email address will not be published.