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
收藏
页码：309 / 332
页数：23
相关论文
共 50 条
12345