A unified approach to interior point algorithms for linear complementary problems (Q1202150): Difference between revisions

This very interesting book includes, in Section 2, a summary of the results, the basic idea of the unified interior point method (shortly UIP method), the UIP method itself, global and polynomial time convergence results for some special cases, pathfollwing methods, and a damped Newton method to the linear complementarity problem (shortly LCP). Throughout the book the authors assume that the coefficient matrix associated with the LCP is a \(P_ 0\)-matrix. In Section 3, the class of \(P_ 0\)- matrices is investigated from the point of view of the LCP. In Section 4, basic lemmas and theorems concerning the UIP are proved. In particular, the existence of the path of centers is shown, and a smooth version of the UIP method is presented. Section 5 provides some material related to the computational complexity. The Sections 6 and 7 present convergence results.