An infeasible-interior-point predictor-corrector algorithm for the P * -geometric LCP

An infeasible-interior-point predictor-corrector algorithm for the P * -geometric LCP A P * -geometric linear complementarity problem ( P * GP) as a generalization of the monotone geometric linear complementarity problem is introduced. In particular, it contains the monotone standard linear complementarity problem and the horizontal linear complementarity problem. Linear and quadratic programming problems can be expressed in a “natural” way (i.e., without any change of variables) as P * GP. It is shown that the algorithm of Mizuno et al. (6) can be extended to solve the P * GP. The extended algorithm is globally convergent and its computational complexity depends on the quality of the starting points. The algorithm is quadratically convergent for problems having a strictly complementary solution. Applied Mathematics and Optimization Springer Journals

An infeasible-interior-point predictor-corrector algorithm for the P * -geometric LCP

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Copyright © 1997 by Springer-Verlag New York Inc.
Mathematics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
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