Infeasible full Newton - step interior - point method for linear complementarity problems (CROSBI ID 192476)
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Lešaja, Goran ; Drummer, A. ; Miletić, Ljiljana
engleski
Infeasible full Newton - step interior - point method for linear complementarity problems
In this paper we consider an Infeasible Full Newton step Interior Point- Method (IFNS -IPM) for monotone Linear Complementarity Problems (LCP). The method does not require a strictly feasible starting point. In addition, the method avoids calculation of the step size and instead takes full Newton -steps at each iteration. Iterates are kept close to the central path by suitable choice of parameters. The algorithm is globally convergent and the iteration bound matches the best known iteration bound for these types of methods.
Interior - Point Method; Infeasible Full Newton
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Povezanost rada
Matematika