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A self-adjusting interior point algorithm for linear complementarity problems

✍ Scribed by Suyan He; Xingsi Li; Shaohua Pan


Book ID
108076971
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
489 KB
Volume
50
Category
Article
ISSN
0898-1221

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