On homogeneous and self-dual algorithms for LCP

Fecha:	1997
Resumen:	We present some generalizations of a homogeneous and self-dual linear programming (LP) algorithm to solving the monotone linear complementarity problem (LCP). Again, while it achieves the best known interior-point iteration complexity, the algorithm does not need to use any "big-M" number, and it detects LCP infeasibility by generating a certificate. To our knowledge, this is the first interior-point and infeasible-starting algorithm for the LCP with these desired features. .
Derechos:	Tots els drets reservats.
Lengua:	Anglès
Documento:	Article ; recerca ; Versió publicada
Materia:	Linear complementarity problem ; Homogeneous and self-dual model ; Infeasible-starting algorithm
Publicado en:	Mathematical Programming, vol. 76 n. 1 (1997) p. 211-221, ISSN 0025-5610

11 p, 495.3 KB

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