Abstract
This paper proposes an infeasible interior-point algorithm for linear complementarity problem with full-Newton steps. The main iteration consists of a feasibility step and several centrality steps. No more than O(nlog(n/ɛ)) iterations are required for getting an ɛ-solution of the problem at hand, which coincides with the best-known bound for infeasible interior-point algorithms.
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Foundation item: Supported by the National Natural Science Foundation of China (71071119)
Biography: GONG Xiaoyu, female, Ph. D. candidate, research direction: optimization theory and application.
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Gong, X., Hu, Z. & Wang, X. A new class of infeasible interior-point algorithm for linear complementarity problem. Wuhan Univ. J. Nat. Sci. 18, 247–253 (2013). https://doi.org/10.1007/s11859-013-0923-y
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DOI: https://doi.org/10.1007/s11859-013-0923-y