Full Newton-Step Interior-Point Method for Linear Complementarity Problems

Goran Lesaja; Antre M. Drummer; Ljiljana Miletić

Full Newton-Step Interior-Point Method for Linear Complementarity Problems

Goran Lesaja, Antre M. Drummer, Ljiljana Miletić

Mathematical Sciences

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Abstract

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.

Original language	American English
Journal	Croatian Operational Research Review
Volume	3
State	Published - Jan 1 2012

Disciplines

Education
Mathematics

Keywords

Infeasible full Newton-step interior-point method
Iteration bound
Linear complementarity problem

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Cite this

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title = "Full Newton-Step Interior-Point Method for Linear Complementarity Problems",

abstract = " 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.",

keywords = "Infeasible full Newton-step interior-point method, Iteration bound, Linear complementarity problem",

author = "Goran Lesaja and Drummer, {Antre M.} and Ljiljana Mileti{\'c}",

year = "2012",

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language = "American English",

volume = "3",

journal = "Croatian Operational Research Review",

issn = "1848-0225",

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T1 - Full Newton-Step Interior-Point Method for Linear Complementarity Problems

AU - Lesaja, Goran

AU - Drummer, Antre M.

AU - Miletić, Ljiljana

PY - 2012/1/1

Y1 - 2012/1/1

N2 - 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.

AB - 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.

KW - Infeasible full Newton-step interior-point method

KW - Iteration bound

KW - Linear complementarity problem

UR - https://digitalcommons.georgiasouthern.edu/math-sci-facpubs/69

M3 - Article

SN - 1848-0225

VL - 3

JO - Croatian Operational Research Review

JF - Croatian Operational Research Review

ER -

Full Newton-Step Interior-Point Method for Linear Complementarity Problems

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