eng
Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity
Stoer, Josef
Wechs, Martin
Article
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
1998
Horizontal linear complementarity problems
Sufficient matrices
Infeasible interior-point-paths
Mathematical Programming ; vol. 83 n. 3 (1998) p. 407-423
http://ddd.uab.cat/record/172
00255610v83n3p407
In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R.W. Cottle, J.-S. Pang, Venkateswaran, Linear Algebra Appl. 114/115 (1989) 231-249). We show that these paths converge to a central point of the set of solutions. It is also shown that these are analytic functions of the path parameter even at the limitpoint, if the complementarity problem has a strictly complementary solution, and have a simple branchpoint, if it is solveable, but has no strictly complementarity solution..
application/pdf