doi: 10.4304/jsw.6.10.2023-2028
A modified-Newton step primal-dual interior point algorithm for linear complementarity problems
- 1 Department of Mathematics, Zhejiang A&F University, Zhejiang, 311300, China
- 2 Department of Mathematics, Shanghai University, Shanghai, 200444, China
- 3 Department of Mathematics, Zhejiang Sci-Tech University, Zhejiang 310018, China
Abstract
Through some modifications on the classic- Newton direction, we obtain a new searching direction for monotone horizontal linear complementarity problem. By taking the step size along this direction as one, we set up a full-step primal-dual interior point algorithm. The complexity bound for the algorithm is derived, and the result is the best-known for linear complementarity problem.
Keywords
- horizontal
- linear
- complementarity
- proble
How to Cite
Lipu Zhang and Yinghong Xu, "A modified-Newton step primal-dual interior point algorithm for linear complementarity problems," Journal of Software, vol. 6, no. 10, pp. 2023-2028, 2011. https://doi.org/ 10.4304/jsw.6.10.2023-2028
Copyright & License
Copyright © 2011 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).