Article ID: | iaor1993781 |
Country: | Netherlands |
Volume: | 56 |
Issue: | 1 |
Start Page Number: | 31 |
End Page Number: | 43 |
Publication Date: | Aug 1992 |
Journal: | Mathematical Programming (Series A) |
Authors: | Mizuno Shinji |
Keywords: | computational analysis |
The purpose of this paper is to present a new polynomial time method for a linear complementarity problem with a positive semi-definite matrix. The method follows a sequence of points. If the sequence on a path is generated, a path following method can be constructed, and if the sequence based on a potential function is generated, a potential reduction method can be constructed. The method has the advantage that it requires at most