An infeasible-start path-following method for monotone LCPs

✍ Scribed by Peiai Zhang; Xingsi Li

• Book ID: 104351242
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 543 KB
• Volume: 38
• Category: Article
• ISSN: 0895-7177
• DOI: 10.1016/s0895-7177(03)90003-3

✦ Synopsis

As is known in interior-point methods, algebraically equivalent paths give rise to different trajectories to the optimal set, together with different line search strategies. In this paper, an infeasible-starting path-following method for linear complementarity problems is constructed based on a specific algebraic transformation ln(rs/p) = 0. The algorithm is given and the global Q-linear convergence is established, under minimal assumptions. Moreover, with properly chosen starting point and properly controlled stepsize, an E-feasible and E-complementary solution of the problem can be obtained in O(n2 ln(l/&)) iterations.