A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function (Q451811)
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scientific article; zbMATH DE number 6085771
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| English | A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function |
scientific article; zbMATH DE number 6085771 |
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A full-Newton step infeasible interior-point algorithm for monotone LCP based on a locally-kernel function (English)
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24 September 2012
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The authors present a full-Newton step infeasible interior point method for monotone linear complimentarity problems (LCP). For this purpose, they modify an algorithm proposed by Mansouri, Zangiabadi, and Pirhaji. That is, instead of a logarithmic barrier function, this paper propose to use a simple locally-kernel function for the computation of the search directions. The authors present a complete theoretical analysis of their approach together with a complexity bound but no numerical results.
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interior-point algorithm
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monotone linear complementarity problems
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complexity analysis
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0.9459615349769592
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0.932836413383484
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0.9188753962516784
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0.9066479802131652
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