A Non-Interior-Point Continuation Method for Linear Complementarity Problems

This paper presents a continuation method for linear complementarily problems based on a new smooth equation formulation. In particular, the case of a linear complementarity problem defined by a positive semidefinite or $P_0 $ matrix is studied in detail. Extensive numerical testing of the continuat...

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Bibliographic Details
Published in:SIAM journal on matrix analysis and applications Vol. 14; no. 4; pp. 1168 - 1190
Main Authors: Chen, Bintong, Harker, Patrick T.
Format: Journal Article
Language:English
Published: Philadelphia, PA Society for Industrial and Applied Mathematics 01.10.1993
Subjects:
Algorithms
Applied sciences
Euclidean space
Exact sciences and technology
Mathematical programming
Methods
Operational research and scientific management
Operational research. Management science
Interior point method
Complementarity problem
Linear complementarity problem
Continuation method
Mathematical programming
ISSN:0895-4798, 1095-7162
Online Access:Get full text
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Summary:This paper presents a continuation method for linear complementarily problems based on a new smooth equation formulation. In particular, the case of a linear complementarity problem defined by a positive semidefinite or $P_0 $ matrix is studied in detail. Extensive numerical testing of the continuation method is performed for both problems in the literature and randomly generated problems.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
content type line 14
ISSN:0895-4798
1095-7162
DOI:10.1137/0614081