mizuno–todd–ye predictor-corrector algorithm

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

Published: 2004/11/29, Updated: 2007/05/29

Applications - OR and Management Sciences, Linear, Cone and Semidefinite Programming interior point methods, linear complementarity problems, mizuno--todd--ye predictor-corrector algorithm, p_*(\kappa)-matrix, sufficient matrix

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