Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University,
Abstract
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.
Mansouri,H . (2012). A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal
Linear Complementarity Problem. Journal of Sciences, Islamic Republic of Iran, 23(3), 237-244.
MLA
Mansouri,H . "A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal
Linear Complementarity Problem", Journal of Sciences, Islamic Republic of Iran, 23, 3, 2012, 237-244.
HARVARD
Mansouri H. (2012). 'A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal
Linear Complementarity Problem', Journal of Sciences, Islamic Republic of Iran, 23(3), pp. 237-244.
CHICAGO
H Mansouri, "A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal
Linear Complementarity Problem," Journal of Sciences, Islamic Republic of Iran, 23 3 (2012): 237-244,
VANCOUVER
Mansouri H. A Quadratically Convergent Interior-Point Algorithm for the P*(κ)-Matrix Horizontal
Linear Complementarity Problem. J. Sci. I. R. I.. 2012;23(3):237-244.
Journal of Sciences, Islamic Republic of Iran