Improved infeasible-interior-point algorithm for linear complementarity problems

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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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improved infeasible-interior-point algorithm for linear complementarity problems

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Journal title

volume 38  issue 3

pages  787- 803

publication date 2012-09-15

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