Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem

Guo-qiang Wang (), Yu-jing Yue and Xin-zhong Cai
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Guo-qiang Wang: Shanghai University of Engineering Science
Yu-jing Yue: Shanghai University of Engineering Science
Xin-zhong Cai: Shanghai University of Engineering Science

Fuzzy Information and Engineering, 2009, vol. 1, issue 4, 435-445

Abstract: Abstract In this paper we propose a weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem. The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path. At each iteration, we only use full-Newton step. Finally, the currently best known iteration bound for the algorithm with a small-update method, namely, O(√nlog n/ε) is derived, which is as good as the bound for the linear optimization analogue.

Keywords: Mixed linear complementarity problem; Interior-point methods; Smallupdate method; Iteration bound (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s12543-009-0033-x

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