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 0377-2217Full text not available in this repository. (Request a copy from the Strathclyde author)
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 .
|Keywords:||linear complementarity problem, sufficient matrix, interior point method, Mizuno–Todd–Ye predictor–corrector algorithm, Management. Industrial Management, Modelling and Simulation, Management Science and Operations Research, Information Systems and Management|
|Subjects:||Social Sciences > Industries. Land use. Labor > Management. Industrial Management|
|Department:||Strathclyde Business School > Management Science|
|Depositing user:||Strathprints Administrator|
|Date Deposited:||26 Mar 2010 14:50|
|Last modified:||12 Aug 2016 02:27|