Skip to main content
Presentation
Full Newton-Step Infeasible Interior-Point Methods for Linear Complementarity Problems
SIAM-SEAS Conference, University of Alabama Huntsville (2012)
  • Goran Lesaja, Georgia Southern University
Abstract
In this talk, we present an infeasible Full-Newton-Step Interior-Point Method for Linear Complementarity Problems. The advantage of the method, in addition to starting from an infeasible starting point, is that it uses full Newton-steps, thus avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters iterates are forced to stay in the neighborhood of the central path, thus, still guaranteeing the global convergence of the method. The number of iterations necessary to find epsilon-approximate solution of the problem matches the best known iteration bounds for these types of methods.
Keywords
  • Full-Newton-step interior-point methods,
  • Linear complementarity problems
Disciplines
Publication Date
March 24, 2012
Citation Information
Goran Lesaja. "Full Newton-Step Infeasible Interior-Point Methods for Linear Complementarity Problems" SIAM-SEAS Conference, University of Alabama Huntsville. Huntsville, AL. Mar. 2012.
source:http://www.ams.org/amsmtgs/2194_abstracts/1080-90-157.pdf