A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems

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A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems

In this paper, a full-Newton step feasible interior-point algorithm is proposed for solving P*(κ) -linear complementarity problems. We prove that the full-Newton step to the central path is local quadratically convergent and the proposed algorithm has polynomial iteration complexity, namely, O ((1+4...

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Bibliographic Details
Main Authors:	Wang, G., Yu, Changjun, Teo, Kok Lay
Format:	Journal Article
Published:	Springer 2013
Subjects:	polynomial complexity P*(κ)-matrix interior-point methods linear complementarity problems
Online Access:	http://hdl.handle.net/20.500.11937/5978

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