Large-step predictor-corrector interior point method for sufficient linear complementarity problems based on the algebraic equivalent transformation
We introduce a new predictor-corrector interior-point algorithm for solving P⁎(κ)-linear complementarity problems which works in a wide neighbourhood of the central path. We use the technique of algebraic equivalent transformation of the centering equations of the central path system. In this techni...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Elsevier
2023-01-01
|
Series: | EURO Journal on Computational Optimization |
Subjects: | |
Online Access: | http://www.sciencedirect.com/science/article/pii/S2192440623000163 |