Article ID: | iaor1993281 |
Country: | Netherlands |
Volume: | 53 |
Issue: | 3 |
Start Page Number: | 297 |
End Page Number: | 306 |
Publication Date: | Feb 1992 |
Journal: | Mathematical Programming (Series A) |
Authors: | Tseng Paul |
Keywords: | programming: mathematical, programming: linear, programming: quadratic |
The paper considers a path following algorithm for solving linear complementarity problems with positive semi-definite matrices. This algorithm can start from any interior solution and attain a linear rate of convergence. Moreover, if the starting solution is appropriately chosen, this algorithm achieves a complexity of