An efficient algorithm for linear complementarity problems

作者：Zhang Lipu^*; Xu Yinghong

来源：International Conference on Industry, Information System and Material Engineering, 2011-04-16 to 2011-04-17.

DOI：10.4028/www.scientific.net/AMR.204-210.687

• horizontal linear complementarity problem
• interior-point algorithm
• full-Newton step
• complexity bound

Through some modifications on the classical-Newton direction, we obtain a new searching direction for monotone horizontal linear complementarity problem. By taking the step size along this direction as one, we set up a full-step primal-dual interior-point algorithm for monotone horizontal linear complementarity problem. The complexity bound for the algorithm is derived, which is the best-known for linear complementarity problem.

• 出版日期2011
• 单位浙江农林大学