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Optimization Letters

, Volume 13, Issue 1, pp 35–53 | Cite as

A generalized direction in interior point method for monotone linear complementarity problems

  • Mounir Haddou
  • Tangi MigotEmail author
  • Jérémy Omer
Original Paper
  • 72 Downloads

Abstract

In this paper, we present a new interior point method with full Newton step for monotone linear complementarity problems. The specificity of our method is to compute the Newton step using a modified system similar to that introduced by Darvay in Stud Univ Babe-Bolyai Ser Inform 47:15–26, 2017. We prove that this new method possesses the best known upper bound complexity for these methods. Moreover, we extend results known in the literature since we consider a general family of smooth concave functions in the Newton system instead of the square root.

Keywords

Concave functions Interior-point methods Linear programming Linear complementarity problems Polynomial time complexity 

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  1. 1.University Rennes, INSA Rennes, CNRS, IRMAR - UMR 6625RennesFrance

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