INFEASIBLE-INTERIOR-POINT PATHS FOR SUFFICIENT LINEAR COMPLEMENTARITY-PROBLEMS AND THEIR ANALYTICITY

Authors
STOER J WECHS M
Citation
J. Stoer et M. Wechs, INFEASIBLE-INTERIOR-POINT PATHS FOR SUFFICIENT LINEAR COMPLEMENTARITY-PROBLEMS AND THEIR ANALYTICITY, Mathematical programming, 83(3), 1998, pp. 407-423
Citations number
16
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming","Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
83
Issue
3
Year of publication
1998
Pages
407 - 423
Database
ISI
SICI code
0025-5610(1998)83:3<407:IPFSLC>2.0.ZU;2-6
Abstract
In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are suffi cient in the sense of Cottle et al. (R.W. Cottle, J.-S, Pang, Venkates waran, Linear Algebra Appl. 114/115 (1989) 231-249). We show that thes e paths converge to a central point of the set of solutions. It is als o shown that these are analytic functions of the path parameter even a t the limitpoint, if the complementarity problem has a strictly comple mentary solution, and have a simple branchpoint, if it is solveable, b ut has no strictly complementarity solution. (C) 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.