An Infeasible{interior{point Method for the P -matrix Lcp
نویسنده
چکیده
A predictor-corrector method for solving the P (k)-matrix linear complementarity problems from infeasible starting points is analyzed. Two matrix factorizations and at most three backsolves are to be computed at each iteration. The computational complexity depends on the quality of the starting points. If the starting points are large enough then the algorithm has O ? (+ 1) 2 nL iteration complexity. If a certain measure of feasibility at the starting point is small enough then the algorithm has O ((+ 1) p nL) iteration complexity. Both \feasibility' and \optimality" are reduced exactly at the same rate. The algorithm is quadratically convergent for problems having a strictly complementary solution, and therefore its asymptotic eeciency index is p 2
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