A combined homotopy interior point method for the linear complementarity problem (Q849782)

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scientific article; zbMATH DE number 5069145
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    A combined homotopy interior point method for the linear complementarity problem
    scientific article; zbMATH DE number 5069145

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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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