IMPROVED INFEASIBLE-INTERIOR-POINT ALGORITHM FOR LINEAR COMPLEMENTARITY PROBLEMS.

Authors :: ZANGIABADI, M.
MANSOURI, H.
Source :: Bulletin of the Iranian Mathematical Society. Sep2012, Vol. 38 Issue 3, p787-803. 17p. 1 Chart.
Publication Year :: 2012
Abstract: We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545{561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which targets at the μ+-center. It results a better iteration bound. [ABSTRACT FROM AUTHOR]

Subjects :: *ALGORITHMS
*LINEAR complementarity problem
*FEASIBILITY studies
*ALGEBRA
*COMPUTER programming

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