Extension of Karmarkar’s Algorithm for Solving an Optimization Problem

  • El Amir Djeffal
  • Lakhdar Djeffal
  • Djamel Benterki
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 41)

Abstract

In this paper, we propose an algorithm of an interior point method to solve a linear complementarity problem (LCP). The study is based on the transformation of a LCP into a convex quadratic problem; then we use the linearization approach to obtain the simplified problem of Karmarkar. Theoretical results deduct of those are established later, we show that this algorithm enjoys the best theoretical polynomial complexity, namely, \(O(n + m + 1)L,\ \) iteration bound. The numerical tests confirm that the algorithm is robust.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • El Amir Djeffal
    • 1
  • Lakhdar Djeffal
    • 1
  • Djamel Benterki
    • 2
  1. 1.Hadj Lakhdar UniversityBatnaAlgeria
  2. 2.Ferhat Abbes UniversitySetifAlgeria

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