A predictor-corrector interior-point algorithm for P ∗ ( κ ) $P_{*}(\kappa )$ -horizontal linear complementarity problem

2013 ◽  
Vol 66 (2) ◽  
pp. 349-361 ◽  
Author(s):  
Behrouz Kheirfam
Keyword(s):  
Linear Complementarity Problem ◽  
Interior Point ◽  
Complementarity Problem ◽  
Linear Complementarity ◽  
Interior Point Algorithm ◽  
Horizontal Linear Complementarity Problem ◽  
Predictor Corrector

A modified infeasible interior-point algorithm for P*(κ)-HLCP over symmetric cones

2016 ◽  
Vol 09 (02) ◽  
pp. 1650039
Author(s):  
Mohammad Pirhaji ◽  
Hossein Mansouri ◽  
Maryam Zangiabadi
Keyword(s):  
Linear Complementarity Problem ◽  
Interior Point ◽  
Complementarity Problem ◽  
Interior Point Methods ◽  
Complexity Analysis ◽  
Linear Complementarity ◽  
Symmetric Cones ◽  
Interior Point Algorithm ◽  
Horizontal Linear Complementarity Problem ◽  
Iteration Bound

An improved version of infeasible interior-point algorithm for [Formula: see text] horizontal linear complementarity problem over symmetric cones is presented. In the earlier version (optimization, doi: 10.1080/02331934.2015.1062011) each iteration of the algorithm consisted of one so-called feasibility step and some centering steps. The main advantage of the modified version is that it uses only one feasibility step in each iteration and the centering steps not to be required. Furthermore, giving a complexity analysis of the algorithm, we derive the currently best-known iteration bound for infeasible interior-point methods.

scholarly journals Numerical Results for the General Linear Complementarity Problem

2019 ◽  
Vol 11 (1) ◽  
pp. 43-46
Author(s):  
Zsolt Darvay ◽  
Ágnes Füstös
Keyword(s):  
Programming Language ◽  
Linear Complementarity Problem ◽  
Interior Point ◽  
Complementarity Problem ◽  
Complementarity Problems ◽  
Linear Complementarity ◽  
Numerical Results ◽  
Interior Point Algorithm ◽  
C Programming Language ◽  
C Programming

Abstract In this article we discuss the interior-point algorithm for the general complementarity problems (LCP) introduced by Tibor Illés, Marianna Nagy and Tamás Terlaky. Moreover, we present a various set of numerical results with the help of a code implemented in the C++ programming language. These results support the efficiency of the algorithm for both monotone and sufficient LCPs.

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