Infeasible Full Newton-Step Interior-Point Methods for Monotone Linear Complementarity Problems

Research output: Contribution to conferencePresentation

Abstract

<div class="line" id="line-19"> In this talk, we present an infeasible full Newton-step Interior-Point Method for Linear Complementarity Problems. The advantage of the method, in addition to starting from an infeasible starting point, is that it uses full Newton-steps, thus avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters iterates are forced to stay in the neighborhood of the central path, thus, still guaranteeing the global convergence of the method. The number of iterations necessary to &filig;nd epsilon-approximate solution of the problem matches the best known iteration bounds for these types of methods.</div>
Original languageAmerican English
StatePublished - Jun 18 2012
EventCroatian Mathematical Congress (CroMC) - Rijeka, Croatia
Duration: Jun 18 2012 → …

Conference

ConferenceCroatian Mathematical Congress (CroMC)
Period06/18/12 → …

Keywords

  • full Newton-steps
  • infeasible interior-point methods
  • linear complementarity problems
  • polynomial complexity

DC Disciplines

  • Mathematics

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