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| Home > Articles > Published articles > On homogeneous and self-dual algorithms for LCP |
| Date: | 1997 |
| Abstract: | 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. . |
| Rights: | Tots els drets reservats.  |
| Language: | Anglès |
| Document: | Article ; recerca ; Versió publicada |
| Subject: | Linear complementarity problem ; Homogeneous and self-dual model ; Infeasible-starting algorithm |
| Published in: | Mathematical Programming, vol. 76 n. 1 (1997) p. 211-221, ISSN 0025-5610 |
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