A Full-Newton step infeasible-interior-point algorithm for P*(k)-horizontal linear complementarity problems
In this paper we generalize an infeasible interior-point method for linear optimization to horizontal linear complementarity problem (HLCP). This algorithm starts from strictly feasible iterates on the central path of a perturbed problem that is produced by suitable perturbation in HLCP pro...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Belgrade
2015-01-01
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| Series: | Yugoslav Journal of Operations Research |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2015/0354-02431300034A.pdf |