Title :
A New Polynomial Interior-Point Algorithm for Monotone Mixed Linear Complementarity Problem
Author :
Wang, Guoqiang ; Cai, Xinzhong ; Yue, Yujing
Author_Institution :
Coll. of Adv. Vocational Technol., Shanghai Univ. of Eng. Sci., Shanghai
Abstract :
In this paper a new polynomial interior-point algorithm for monotone mixed linear complementarity problem is presented. The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path. At each iteration, we use only full-Newton step. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely,O(radic(n log (nisin))), which is as good as the linear analogue.
Keywords :
Newton method; computational complexity; quadratic programming; search problems; full-Newton step; iteration; linear analogue; monotone mixed linear complementarity problem; polynomial interior-point algorithm; search directions; Algorithm design and analysis; Educational institutions; Polynomials; Symmetric matrices; Tin; Vectors; Mixed linear complementarity problem; interior-point methods; iteration bound; small-update method;
Conference_Titel :
Natural Computation, 2008. ICNC '08. Fourth International Conference on
Conference_Location :
Jinan
Print_ISBN :
978-0-7695-3304-9
DOI :
10.1109/ICNC.2008.245
