Complexity analysis of a weighted-full-Newton step interior-point algorithm forP∗(κ)-LCP

DOI10.1051/ro/2015020zbMath1333.90132MaRDI QIDQ2798122

Mohamed Achache

Publication date: 1 April 2016

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2015020

zbMATH Keywords

linear complementarity problems; interior-point methods; polynomial complexity; weighted-path-following; \(P_*(\kappa)\)-matrix

Mathematics Subject Classification ID

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

90C51: Interior-point methods

11Y16: Number-theoretic algorithms; complexity