The largest step path following algorithm for monotone linear complementarity problems

被引：0

作者：

Clovis C. Gonzaga

机构：

[1] Federal University of Santa Catarina,Department of Mathematics

来源：

Mathematical Programming | 1997年 / 76卷

关键词：

Linear complementarity problem; Primal-dual interior-point algorithm; Convergence of algorithms;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Path-following algorithms take at each iteration a Newton step for approaching a point on the central path, in such a way that all the iterates remain in a given neighborhood of that path. This paper studies the case in which each iteration uses a pure Newton step with the largest possible reduction in complementarity measure (duality gap).

引用

页码：309 / 332

页数：23

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