An Efficient Algorithm for Linear Complementarity Problems

Abstract:

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Through some modifications on the classical-Newton direction, we obtain a new searching direction for monotone horizontal linear complementarity problem. By taking the step size along this direction as one, we set up a full-step primal-dual interior-point algorithm for monotone horizontal linear complementarity problem. The complexity bound for the algorithm is derived, which is the best-known for linear complementarity problem.

Info:

Periodical:

Advanced Materials Research (Volumes 204-210)

Edited by:

Helen Zhang, Gang Shen and David Jin

Pages:

687-690

DOI:

10.4028/www.scientific.net/AMR.204-210.687

Citation:

L. P. Zhang and Y. H. Xu, "An Efficient Algorithm for Linear Complementarity Problems", Advanced Materials Research, Vols. 204-210, pp. 687-690, 2011

Online since:

February 2011

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Price:

$35.00

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