An improved full-Newton step O(n) infeasible interior-point method for horizontal linear complementarity problem

被引:0
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作者
Behrouz Kheirfam
机构
[1] Azarbaijan Shahid Madani University,Department of Applied Mathematics
来源
Numerical Algorithms | 2016年 / 71卷
关键词
Horizontal linear complementarity problem; Infeasible interior-point method; Polynomial complexity; MSC 90C33; MSC 90C51;
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摘要
We present an improved version of an infeasible interior-point method for horizontal linear complementarity problem (J. Optim. Theory Appl.,161(3),853–869, ??2014). In the earlier version, each iteration consisted of one so-called feasibility and a few centering steps. Here, each iteration consists of only a feasibility step, whereas the iteration bound improves the earlier bound.
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页码:491 / 503
页数:12
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