Title: A Modified-Newton Step Primal-dual Interior Point Algorithm for Linear Complementarity Problems
Abstract: Through some modifications on the classic-Newton direction, we obtain a new searching direction for monotone horizontal linear complementarity problem. By taking the step size along this direction as one, we set up a full-step primal-dual interior point algorithm. The complexity bound for the algorithm is derived, and the result is the best-known for linear complementarity problem.
Publication Year: 2011
Publication Date: 2011-10-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 2
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