A self-adjusting interior point algorithm for linear complementarity problems

DOI10.1016/j.camwa.2005.03.002zbMath1127.90071OpenAlexW2024895799MaRDI QIDQ814067

Suyan He, Shaohua Pan, Xing-Si Li

Publication date: 2 February 2006

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2005.03.002

zbMATH Keywords

linear complementarity problemsproximity measurecentral pathinterior point algorithmself-adjusting

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items

A kernel function based interior-point methods for solving \(P_{*}(\kappa )\)-linear complementarity problem, Complexity of large-update interior point algorithm for \(P_{*}(\kappa )\) linear complementarity problems, Complementarity problems in structural engineering: an overview, Exploring complexity of large update interior-point methods for \(P_*(\kappa )\) linear complementarity problem based on kernel function

Uses Software

• LIPSOL

Cites Work

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• Constant potential primal-dual algorithms: A framework
• Superlinear primal-dual affine scaling algorithms for LCP
• The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems
• Solving the Nonlinear Complementarity Problem by a Homotopy Method
• User'S guide To Lipsol linear-programming interior point solvers V0.4
• A self-adjusting primal–dual interior point method for linear programs
• Complementarity problems