A full-Newton step feasible interior-point algorithm for P∗(κ)-LCP based on a new search direction

In this paper, we present a full-Newton step feasible interior-point algorithm for a P∗(κ) linear complementarity problem based on a new search direction. We apply a vector-valued function generated by a univariate function on nonlinear equations of the system which defines the central path. Further...

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Bibliographic Details
Main Authors: Behrouz Kheirfam, Masoumeh Haghighi
Format: Article
Language:English
Published: Croatian Operational Research Society 2016-12-01
Series:Croatian Operational Research Review
Subjects:
Online Access:http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=257103&lang=en