Picture of athlete cycling

Open Access research with a real impact on health...

The Strathprints institutional repository is a digital archive of University of Strathclyde's Open Access research outputs. Strathprints provides access to thousands of Open Access research papers by Strathclyde researchers, including by researchers from the Physical Activity for Health Group based within the School of Psychological Sciences & Health. Research here seeks to better understand how and why physical activity improves health, gain a better understanding of the amount, intensity, and type of physical activity needed for health benefits, and evaluate the effect of interventions to promote physical activity.

Explore open research content by Physical Activity for Health...

A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complimentarity problems

Illes, T. and Nagy, M. (2007) A Mizuno-Todd-Ye type predictor-corrector algorithm for sufficient linear complimentarity problems. European Journal of Operational Research, 181 (3). pp. 1097-1111. ISSN 0377-2217

Full text not available in this repository. Request a copy from the Strathclyde author

Abstract

We analyze a version of the Mizuno-Todd-Ye predictor-corrector interior point algorithm for the -matrix linear complementarity problem (LCP). We assume the existence of a strictly positive feasible solution. Our version of the Mizuno-Todd-Ye predictor-corrector algorithm is a generalization of Potra's [F.A. Potra, The Mizuno-Todd-Ye algorithm in a larger neighborhood of the central path, European Journal of Operational Research 143 (2002) 257-267] results on the LCP with -matrices. We are using a v−1 − v proximity measure like Potra to derive iteration complexity result for this algorithm . Our algorithm is different from Miao's method [J. Miao, A quadratically convergent -iteration algorithm for the P*(κ)-matrix linear complementarity problem, Mathematical Programming 69 (1995) 355-368] in both the proximity measure used and the way of updating the centrality parameter. Our analysis is easier than the previously stated results. We also show that the iteration complexity of our algorithm is .