On homogeneous and self-dual algorithms for LCP

被引：27
|
作者：
Ye, YY
机构：
[1] Department of Management Sciences, University of Iowa, Iowa City
来源：
MATHEMATICAL PROGRAMMING | 1997年 / 76卷 / 01期
基金：
美国国家科学基金会;
关键词：
linear complementarity problem; homogeneous and self-dual model; infeasible-starting algorithm;
D O I：
10.1007/BF02614384
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
We present some generalizations of a homogeneous and self-dual linear programming (LP) algorithm to solving the monotone linear complementarity problem (LCP). Again, while it achieves the best known interior-point iteration complexity, the algorithm does not need to use any ''big-M'' number, and it detects LCP infeasibility by generating a certificate. To our knowledge, this is the first interior-point and infeasible-starting algorithm for the LCP with these desired features.
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页码：211 / 221
页数：11
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