A Polynomial Interior-Point Algorithm for Monotone Linear Complementarity Problems

H. Mansouri () and M. Pirhaji ()
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H. Mansouri: Shahrekord University
M. Pirhaji: Shahrekord University

Journal of Optimization Theory and Applications, 2013, vol. 157, issue 2, No 8, 461 pages

Abstract: Abstract In this paper, we propose an interior-point algorithm for monotone linear complementarity problems. The algorithm is based on a new technique for finding the search direction and the strategy of the central path. At each iteration, we use only full-Newton steps. Moreover, it is proven that the number of iterations of the algorithm coincides with the well-known best iteration bound for monotone linear complementarity problems.

Keywords: Monotone linear complementarity problem (MLCP); Feasible interior-point method; Central path; Polynomial complexity (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10957-012-0195-2

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