A One-Step Per Iteration Full-Newton-Step Infeasible Interior-Point Method for LCP

Research output: Contribution to conferencePresentation

Abstract

An improved version of an infeasible full Newton-step interior-point method for linear complementarity problem is considered. In the earlier version of the method, each iteration consisted of one feasibility step and a few centering steps per iteration while in this version each iteration consists of only one feasibility step. This improvement has been achieved by a much tighter estimate of the proximity measure after the feasibility step. However, the best iteration bound known for these types of methods is still achieved. Preliminary computational results show the advantage of the new version over the old version of the method.

Original languageAmerican English
StatePublished - Sep 26 2016
EventInternational Conference on Operations Research (KOI) -
Duration: Sep 26 2016 → …

Conference

ConferenceInternational Conference on Operations Research (KOI)
Period09/26/16 → …

Disciplines

  • Mathematics
  • Physical Sciences and Mathematics

Keywords

  • Infeasible interior-point methods
  • Inferior-Point Method
  • LCP
  • Linear complementarity problems
  • Newton-Step
  • Polynomial complexity

Fingerprint

Dive into the research topics of 'A One-Step Per Iteration Full-Newton-Step Infeasible Interior-Point Method for LCP'. Together they form a unique fingerprint.

Cite this