improved infeasible-interior-point algorithm for linear complementarity problems

Authors

maryam zangiabadi

hossein mansouri

abstract

we present a modified version of the infeasible-interior- we present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by mansouri et al. (nonlinear anal. real world appl. 12(2011) 545--561). each main step of the algorithm consists of a feasibility step and several centering steps. we use a different feasibility step, which targets at the $mu^+$-center. it results a better iteration bound.

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Journal title:
bulletin of the iranian mathematical society

Publisher: iranian mathematical society (ims)

ISSN 1017-060X

volume 38

issue 3 2012

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