Path-following interior-point algorithm for monotone linear complementarity problems

被引:1
|
作者
Grimes, Welid [1 ]
机构
[1] Univ Ferhat Abbas Setif 1, Lab Math Fondamentales & Numer, Setif 19000, Algeria
关键词
Linear complementarity problem; interior-point methods; short-step algorithm; polynomial complexity;
D O I
10.1142/S1793557122501704
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
This paper presents a path-following full-Newton step interior-point algorithm for solving monotone linear complementarity problems. Under new choices of the defaults of the updating barrier parameter theta and the threshold tau which defines the size of the neighborhood of the central-path, we show that the short-step algorithm has the best-known polynomial complexity, namely, O(root n log n/epsilon). Finally, some numerical results are reported to show the efficiency of our algorithm.
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页数:12
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