A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problems
Year: 2010
Journal of Information and Computing Science, Vol. 5 (2010), Iss. 4 : pp. 305–313
Abstract
In this paper, we give a full-Newton step primal-dual interior-point algorithm for monotone horizontal linear complementarity problem. The searching direction is obtained by modification of the classic Newton direction, and which also enjoys the quadratically convergent property in the small neighborhood of O(2√nlognμ0ε).
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2024-JICS-22705
Journal of Information and Computing Science, Vol. 5 (2010), Iss. 4 : pp. 305–313
Published online: 2010-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 9
Keywords: Horizontal linear complementarity problem interior-point algorithm full-Newton step complexity bound.