On homogeneous and self-dual algorithms for LCP
Yinyu, Ye

Data: 1997
Resum: 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. .
Drets: Tots els drets reservats.
Llengua: Anglès
Document: Article ; recerca ; Versió publicada
Matèria: Linear complementarity problem ; Homogeneous and self-dual model ; Infeasible-starting algorithm
Publicat a: Mathematical Programming, vol. 76 n. 1 (1997) p. 211-221, ISSN 0025-5610

11 p, 495.3 KB
 Accés restringit a la UAB

El registre apareix a les col·leccions:
Articles > Articles de recerca
Articles > Articles publicats

 Registre creat el 2006-03-13, darrera modificació el 2023-06-03

   Favorit i Compartir