A Non-Interior-Point Continuation Method for Linear Complementarity Problems
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Publication:3142623
DOI10.1137/0614081zbMath0788.65073MaRDI QIDQ3142623
Bintong Chen, Patrick T. Harker
Publication date: 6 June 1994
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0614081
interior-point algorithms; continuation method; Lemke's algorithm; linear complementary problem; computational tests; polynomial path following algorithm
65K05: Numerical mathematical programming methods
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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