ON HOMOGENEOUS AND SELF-DUAL ALGORITHMS FOR LCP

Authors
YE YY
Citation
Yy. Ye, ON HOMOGENEOUS AND SELF-DUAL ALGORITHMS FOR LCP, Mathematical programming, 76(1), 1997, pp. 211-221
Citations number
13
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
76
Issue
1
Year of publication
1997
Pages
211 - 221
Database
ISI
SICI code
0025-5610(1997)76:1<211:OHASAF>2.0.ZU;2-4
Abstract
We present some generalizations of a homogeneous and self-dual linear programming (LP) algorithm to solving the monotone linear complementar ity problem (LCP). Again, while it achieves the best known interior-po int iteration complexity, the algorithm does not need to use any ''big -M'' number, and it detects LCP infeasibility by generating a certific ate. To our knowledge, this is the first interior-point and infeasible -starting algorithm for the LCP with these desired features.