Infeasible penalty interior-point method for linear complementarity problems
نویسندگان
چکیده
In this study, we implement a variant of infeasible interior-point algorithm for solving monotone linear complementarity problems (LCP). We first reformulate the LCP as an minimization problem. Then descent iterative method is applied to latter. The direction computed via Newton method. However, maintaining positivity iterates, novel and efficient strategy proposed. Some numerical results are reported show efficiency our proposed approach.
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ژورنال
عنوان ژورنال: International journal of informatics and applied mathematics
سال: 2021
ISSN: ['2667-6990']
DOI: https://doi.org/10.53508/ijiam.1036022