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An infeasible-interior-point predictor-corrector algorithm for theP *-geometric LCP

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Abstract

AP *-geometric linear complementarity problem (P *GP) as a generalization of the monotone geometric linear complementarity problem is introduced. In particular, it contains the monotone standard linear complementarity problem and the horizontal linear complementarity problem. Linear and quadratic programming problems can be expressed in a “natural” way (i.e., without any change of variables) asP *GP. It is shown that the algorithm of Mizunoet al. [6] can be extended to solve theP *GP. The extended algorithm is globally convergent and its computational complexity depends on the quality of the starting points. The algorithm is quadratically convergent for problems having a strictly complementary solution.

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Authors and Affiliations

  1. Department of Mathematics, University of Iowa, 52242, Iowa City, IA, USA

    M. Anitescu & F. A. Potra

  2. Department of Mathematics and Computer Science, Georgia Southern University, 30460, Statesboro, GA, USA

    G. Lesaja

Authors
  1. M. Anitescu
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  2. G. Lesaja
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  3. F. A. Potra
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Additional information

The work of F. A. Potra was supported in part by NSF Grant DMS 9305760

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Anitescu, M., Lesaja, G. & Potra, F.A. An infeasible-interior-point predictor-corrector algorithm for theP *-geometric LCP. Appl Math Optim 36, 203–228 (1997). https://doi.org/10.1007/BF02683343

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  • DOI: https://doi.org/10.1007/BF02683343

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