A Large-step Infeasible-interior-point Method for the P * -matrix LCP (1994)
| Venue: | Department of Mathematics, University of Iowa, Iowa City, IA |
| Citations: | 19 - 15 self |
BibTeX
@ARTICLE{Potra94alarge-step,
author = {Florian A. Potra and Rongqin Sheng},
title = {A Large-step Infeasible-interior-point Method for the P * -matrix LCP},
journal = {Department of Mathematics, University of Iowa, Iowa City, IA},
year = {1994},
volume = {52}
}
Years of Citing Articles
Bookmark
 |
 |
 |
 |
 |
 |
OpenURL
Abstract
A large-step infeasible-interior-point method is proposed for solving P ()-matrix linear complementarity problems. It is new even for monotone LCP. The algorithm generates points in a large neighborhood of an infeasible central path. Each iteration requires only one matrix factorization. If the problem is solvable, then the algorithm converges from an arbitrary positive starting point (x 0 ; s 0 ). The computational complexity of the algorithm depends on the quality of the starting point. If a well centered starting point is feasible or close to being feasible, then it has O((1+) p nL)-iteration complexity. With appropriate initialization, a modified version of the algorithm terminates in O((1 + ) 2 nL) steps either by finding a solution or by determining that the problem is not solvable. High-order local convergence is proved for problems having a strictly complementary solution. We note that while the properties of the algorithm (e.g. computational complexity) depend on th...
Citations
No citations identified.
