Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems

We present an Infeasible Interior-Point Method for monotone Linear Complementarity Problem (LCP) which is an improved version of the algorithm given in [13]. In the earlier version, each iteration consisted of one feasibility step and few centering steps. The improved version guarantees that after o...

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Bibliographic Details
Main Authors: Goran Lešaja, Mustafa Ozen
Format: Article
Language:English
Published: Croatian Operational Research Society 2016-04-01
Series:Croatian Operational Research Review
Subjects:
Online Access:http://hrcak.srce.hr/index.php?show=clanak&id_clanak_jezik=231888