Interior point methods for sufficient LCP in a wide neighborhood of the central path with optimal iteration complexity

Three interior point methods are proposed for sufficient horizontal linear complementarity problems (HLCP): a large update path following algorithm, a first order corrector-predictor method, and a second order corrector-predictor method. All algorithms produce sequences of iterates in the wide neighborhood of the central path introduced by Ai and Zhang. The algorithms do not depend on … Read more

Corrector-predictor methods for sufficient linear complementarity problems in a wide neighborhood of the central path

Corrector-predictor methods for sufficient linear complementarity problems in a wide neighborhood of the central path Citation Technical Report UMBC, TR2006-22, January 2005, Revised: March 2006. Article Download View Corrector-predictor methods for sufficient linear complementarity problems in a wide neighborhood of the central path