INFEASIBLE FULL NEWTON-STEP INTERIOR-POINT METHOD FOR LINEAR COMPLEMENTARITY PROBLEMS

INFEASIBLE FULL NEWTON-STEP INTERIOR-POINT METHOD FOR LINEAR COMPLEMENTARITY PROBLEMS

In this paper we consider an Infeasible Full Newton-step Interior-Point Method (IFNS-IPM) for monotone Linear Complementarity Problems (LCP). The method does not require a strictly feasible starting point. In addition, the method avoids calculation of the step size and instead takes full Newton-step...

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Bibliographic Details
Main Authors: Goran Lešaja, Antre M. Drummer, Ljiljana Miletić
Format: Article
Language:English
Published: Croatian Operational Research Society 2012-12-01
Series:Croatian Operational Research Review
Subjects:
infeasible full Newton-step interior-point method
linear complementarity problem
iteration bound
Online Access:http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=142455

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