A combined homotopy interior point method for the linear complementarity problem (Q849782): Difference between revisions

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A combined homotopy interior point method for the linear complementarity problem
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    A combined homotopy interior point method for the linear complementarity problem (English)
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    31 October 2006
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    The authors propose a homotopy interior point algorithm for the linear programming complementarity problem. Starting from any interior point, it follows a smooth homotopy path to reaching the solution by using a predictor-corrector technique. Convergence properties are discussed and a numerical example is given.
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    homotopy path
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    predictor-corrector algorithm
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    interior point algorithm
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    convergence
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    numerical example
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