Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem (Q1760104)
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| Language | Label | Description | Also known as |
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| English | Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem |
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Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem (English)
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12 November 2012
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The authors propose two Mehrotra-type predictor-corrector algorithms for sufficient horizontal linear complementarity problems in the minus-infinity neighborhood of the central path. Both of the algorithms are independent on the handicap \(\chi\) of the problems, and enjoy \(O(n(1+\chi) \log((x^0)^T s^0/\epsilon))\) iteration complexity. Some preliminary numerical results are provided to demonstrate the efficiency and reliability of the proposed algorithms.
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linear complementarity problem
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interior-point method
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mehrotra-type algorithm
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predictor-corrector algorithm
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polynomial complexity
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