A modified homogeneous potential reduction algorithm for solving the monotone semidefinite linear complementarity problem

2015 ◽  
Vol 10 (7) ◽  
pp. 1417-1448
Author(s):  
Rupaj Kumar Nayak ◽  
Jitamitra Desai
2010 ◽  
Vol 29-32 ◽  
pp. 725-731
Author(s):  
Long Quan Yong

This text studies a kind of obstacle problem. Combining with difference principle, we transform the original problem into monotone linear complementarity problem, and propose a novel method called potential-reduction interior point algorithm for monotone linear complementarity problem. We establish global and finite convergence of the new method. The reliability and efficiency of the algorithm is demonstrated by the numerical experiments of standard linear complementarity problems and the examples of obstacle problem with free boundary.


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