University of Tehran
Journal of Sciences, Islamic Republic of Iran
1016-1104
23
3
2012
09
01
A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal
Linear Complementarity Problem
A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal
Linear Complementarity Problem
237
244
30533
EN
H.
Mansouri
Department of Applied Mathematics, Faculty of Mathematical Sciences,
Shahrekord University,
Journal Article
1970
01
01
In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
https://jsciences.ut.ac.ir/article_30533_416cbedfe96ed9d4226db124be929ceb.pdf