An Interior Point Algorithm for Monotone Affine Variational Inequalities
نویسنده
چکیده
Given an n n matrix M, a vector q in IR n , and a polyhedral convex set X = fxjAx b; Bx = dg, where A is an m n matrix and B is an p n matrix, the aane variational inequality problem is to nd x 2 X such that (Mx + q) T (y ? x) 0 for all y 2 X. If M is positive semi-deenite, the aane variational inequality can be transformed to a generalized complementarity problem, which can be solved in polynomial time using the path following method of Kojima et.al. The main contribution of this paper is that the particular structure of the problem is exploited, rather than artiicial variables being introduced to construct a standard form problem.
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