A combined homotopy interior point method for the linear complementarity problem

DOI10.1016/J.AMC.2005.12.010MaRDI QIDQ849782zbMATH OpenOpenAlexFDO

Authors Qian Yu, Chongchao Huang, Xianjia Wang

Publication date 31 October 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.12.010

zbMATH Keywords

convergencehomotopy pathinterior point algorithmnumerical examplepredictor-corrector algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Review text

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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Cites work

• A combined homotopy interior point method for convex nonlinear programming
• A combined homotopy interior point method for general nonlinear programming problems
• A new polynomial-time algorithm for linear programming
• A primal-dual infeasible-interior-point algorithm for linear programming
• An infeasible-interior-point algorithm for linear complementarity problems
• scientific article; zbMATH DE number 7590271 (Why is no real title available?)
• On quadratic and \(O(\sqrt{n}L)\) convergence of a predictor-corrector algorithm for LCP
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• The aggregate constraint homotopy method for nonconvex nonlinear programming

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• A combined homotopy method for solving extended horizontal linear complementarity problems
• scientific article; zbMATH DE number 6311499 (Why is no real title available?)
• A homotopy method for P-mixed linear complementarity problem
• Bounded homotopy path approach to the solution of linear complementarity problems

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