Abstract
An improved version of an infeasible full Newton-step interior-point method for linear complementarity problem is considered. In the ear-lier version, each iteration consisted of one infeasibility step and a few centering steps per iteration while in this version each iteration consists of only one infeasibility step. This improvement has been achieved by a much tighter estimate of the proximity measure after an infeasibil-ity step. However, the best iteration bound known for these types of methods is still achieved.
| Original language | American English |
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| State | Published - Jul 3 2016 |
| Event | European Conference on Operational Research (EURO) - Duration: Jul 3 2016 → … |
Conference
| Conference | European Conference on Operational Research (EURO) |
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| Period | 07/3/16 → … |
Disciplines
- Mathematics
- Physical Sciences and Mathematics
Keywords
- Infeasible
- Interior-Point
- LCP
- Newton-Step