An Improved Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems with √𝑂(𝑛𝐿)-Iteration Complexity

This paper proposes an improved predictor-corrector interior-point algorithm for the linear complementarity problem (LCP) based on the Mizuno-Todd-Ye algorithm. The modified corrector steps in our algorithm cannot only draw the iteration point back to a narrower neighborhood of the center path but a...

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Bibliographic Details
Main Authors: Debin Fang, Qian Yu
Format: Article
Language:English
Published: Wiley 2011-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2011/340192
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