linear complementarity problems

Erratum: A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with (\sqrt{n}L)hBciteration complexity

  • Florian A. Potra
    • Categories Complementarity and Variational Inequalities, Linear, Cone and Semidefinite Programming Tags , , ,

    We correct an error in Algorithm 2 from the paper with the same name that was published in Mathematical Programming, Ser. A, 100, 2(2004), 317–337. Citation submitted to Mathematical Programming Article Download View Erratum: A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with (sqrt{n}L)hBciteration complexity

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

  • Florian A. Potra
    • Categories Complementarity and Variational Inequalities, Linear, Cone and Semidefinite Programming Tags , , ,

    Two corrector-predictor interior point algorithms are proposed for solving mono\-tone linear complementarity problems. The algorithms produce a sequence of iterates in the $\caln_{\infty}^{-}$ neighborhood of the central path. The first algorithm uses line search schemes requiring the solution of higher order polynomial equations in one variable, while the line search procedures of the second algorithm … Read more

    New variant on the Mizuno-Todd-Ye predictor-corrector algorithm

  • Marianna Eisenberg-Nagy
  • Tibor Illés
    • Categories Applications - OR and Management Sciences, Linear, Cone and Semidefinite Programming Tags , , , ,

    We analyze a version of the Mizuno-Todd-Ye predictor-corrector interior point algorithm for the P_*(\kappa)-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 (2002) conclusions on the LCP with P_*(\kappa)-matrices. To derive a formulation of the complexity for … Read more

    New criss-cross type algorithms for linear complementarity problems with sufficient matrices

  • Zsolt Csizmadia
  • Tibor Illés
    • Categories Applications - OR and Management Sciences Tags , , ,

    We generalize new criss-cross type algorithms for linear complementarity problems (LCPs) given with sufficient matrices. Most LCP solvers require apriori information about the input matrix. The sufficiency of a matrix is hard to be checked (no polynomial time method is known). Our algorithm is similar to Zhang’s linear programming, and Akkeleº-Balogh-Illés’s criss-cross type algorithm for … Read more