Title of article :
IMPROVED INFEASIBLE-INTERIOR-POINT ALGORITHM FOR LINEAR COMPLEMENTARITY PROBLEMS
Author/Authors :
Zangiabadi, M. shahrekord university - Faculty of Mathematical Sciences - Department of Applied Mathematics, شهركرد, ايران , Mansouri, H. shahrekord university - Faculty of Mathematical Sciences - Department of Applied Mathematics, شهركرد, ايران
Abstract :
We present a modified version of the infeasible-interiorpoint 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.
Keywords :
linear complementarity problems , interior , point methods , polynomial complexity , full , Newton steps , search directions
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society