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A polynomial path-following interior point algorithm for general linear complementarity problems

✍ Scribed by Tibor Illés; Marianna Nagy; Tamás Terlaky


Publisher
Springer US
Year
2008
Tongue
English
Weight
199 KB
Volume
47
Category
Article
ISSN
0925-5001

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In this paper we propose a new large-update primal-dual interior point algorithm for P \* (κ) linear complementarity problems (LCPs). We extend Bai et al.'s primal-dual interior point algorithm for linear optimization (LO) problems to P \* (κ) LCPs with generalized kernel functions. New search direc