• DocumentCode
    530477
  • Title

    Interior point method for solving linear complementarity problems with P*-matrix

  • Author

    Wang, Xiuyu ; Jiang, Xingwu ; Liu, Qinghuai

  • Author_Institution
    Sch. of Basic Sci., Changchun Univ. of Technol., Changchun, China
  • Volume
    1
  • fYear
    2010
  • fDate
    24-26 Aug. 2010
  • Firstpage
    39
  • Lastpage
    42
  • Abstract
    In this paper, we study the following Linear complementarity problem:M ∈ Rn×n, q ∈ Rn, find x ≥ 0, such that Mx + q ≥ 0 and xT (Mx + q) = 0. First of all, We study several properties of the P*-matrix,then we construct a combined homotopy equation, prove the existence and the convergence of the homotopy path, which is from any interior point to the solution of the problem. Numerical example shows that this method is feasible and effective.
  • Keywords
    mathematical programming; matrix algebra; set theory; P matrix; homotopy equation; homotopy solution path; interior point method; linear complementarity problem; Educational institutions; IEL; P*-matrix; complementarity problems; homotopy method; homotopy solution path;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer, Mechatronics, Control and Electronic Engineering (CMCE), 2010 International Conference on
  • Conference_Location
    Changchun
  • Print_ISBN
    978-1-4244-7957-3
  • Type

    conf

  • DOI
    10.1109/CMCE.2010.5609642
  • Filename
    5609642
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=530477