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