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A full-modified-Newton step infeasible interior-point method for monotone linear complementarity problem
- Source :
- پژوهشهای ریاضی, Vol 7, Iss 4, Pp 749-763 (2021)
- Publication Year :
- 2021
- Publisher :
- Kharazmi University, 2021.
-
Abstract
- By using a new search direction, we propose an infeasible interior-point method for monotone linear complementarity problem. The algorithm uses only one feasibility step in each iteration, and we prove that it suffices in order to obtain a polynomial-time method. The iteration bound coincides with the currently best iteration bound for linear complementarity problems. Moreover, the numerical results show that the new algorithm has a good performance.
Details
- Language :
- Persian
- ISSN :
- 25882546 and 25882554
- Volume :
- 7
- Issue :
- 4
- Database :
- Directory of Open Access Journals
- Journal :
- پژوهشهای ریاضی
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.29a44023fa4b43a9a482de7da59d0912
- Document Type :
- article