A combined homotopy interior point method for the linear complementarity problem (Q849782)
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scientific article; zbMATH DE number 5069145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A combined homotopy interior point method for the linear complementarity problem |
scientific article; zbMATH DE number 5069145 |
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A combined homotopy interior point method for the linear complementarity problem (English)
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31 October 2006
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The authors propose a homotopy interior point algorithm for the linear programming complementarity problem. Starting from any interior point, it follows a smooth homotopy path to reaching the solution by using a predictor-corrector technique. Convergence properties are discussed and a numerical example is given.
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homotopy path
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predictor-corrector algorithm
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interior point algorithm
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convergence
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numerical example
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