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mmr 2021, 7(4): 749-763 |
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Mahdavi-Amiri N, Kheirfam B. A full-modified-Newton step infeasible interior-point method for monotone linear complementarity problem. mmr 2021; 7 (4) :749-763
URL: http://mmr.khu.ac.ir/article-1-2744-en.html
URL: http://mmr.khu.ac.ir/article-1-2744-en.html
1- Sharif University of Technology , nezamm@sharif.edu
2- Shahid Madani University of Azarbaijan
2- Shahid Madani University of Azarbaijan
Abstract: (1435 Views)
By using a new search direction, we propose an infeasible
interior-point method for monotone linear complementarity problem. The
algorithm uses only one feasibility step in each iteration, and we prove that
it suffices in order to obtain a polynomial-time method. The iteration bound
coincides with the currently best iteration bound for linear complementarity
problems. Moreover, the numerical results show that the new algorithm has
a good performance.
interior-point method for monotone linear complementarity problem. The
algorithm uses only one feasibility step in each iteration, and we prove that
it suffices in order to obtain a polynomial-time method. The iteration bound
coincides with the currently best iteration bound for linear complementarity
problems. Moreover, the numerical results show that the new algorithm has
a good performance.
Type of Study: S |
Subject:
alg
Received: 2018/02/10 | Revised: 2022/11/15 | Accepted: 2020/06/8 | Published: 2022/03/29 | ePublished: 2022/03/29
Received: 2018/02/10 | Revised: 2022/11/15 | Accepted: 2020/06/8 | Published: 2022/03/29 | ePublished: 2022/03/29
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