A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems (repost)

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A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems (repost)

A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems By Masakazu Kojima, Nimrod Megiddo, Toshihito Noma, Akiko Yoshise
Publisher: Spr..in..ger 1991 | 116 Pages | ISBN: 3540545093 , 0387545093 | DJVU | 1 MB

Following Karmarkar's 1984 linear programming algorithm, numerous interior-point algorithms have been proposed for various mathematical programming problems such as linear programming, convex quadratic programming and convex programming in general. This monograph presents a study of interior-point algorithms for the linear complementarity problem (LCP) which is known as a mathematical model for primal-dual pairs of linear programs and convex quadratic programs. A large family of potential reduction algorithms is presented in a unified way for the class of LCPs where the underlying matrix has nonnegative principal minors (P0-matrix). This class includes various important subclasses such as positive semi-definite matrices, P-matrices, P*-matrices introduced in this monograph, and column sufficient matrices. The family contains not only the usual potential reduction algorithms but also path following algorithms and a damped Newton method for the LCP. The main topics are global convergence, global linear convergence, and the polynomial-time convergence of potential reduction algorithms included in the family.