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Volume 5, Issue 4
A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problems

Lipu Zhang and Yinghong Xu

J. Info. Comput. Sci. , 5 (2010), pp. 305-313.

[An open-access article; the PDF is free to any online user.]

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  • Abstract

  In  this  paper,  we  give  a  full-Newton  step  primal-dual  interior-point  algorithm  for  monotone horizontal linear complementarity problem. The searching direction is obtained by modification of the classic Newton direction, and which also enjoys the quadratically convergent property in the small neighborhood of $O(2\sqrt{n}{\rm log}\frac{n\mu^0}{\varepsilon})$.

  • Keywords

Horizontal linear complementarity problem, interior-point algorithm, full-Newton step, complexity bound.

  • AMS Subject Headings

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{JICS-5-305, author = {Lipu Zhang and Yinghong Xu}, title = {A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problems}, journal = {Journal of Information and Computing Science}, year = {2010}, volume = {5}, number = {4}, pages = {305--313}, abstract = {

  In  this  paper,  we  give  a  full-Newton  step  primal-dual  interior-point  algorithm  for  monotone horizontal linear complementarity problem. The searching direction is obtained by modification of the classic Newton direction, and which also enjoys the quadratically convergent property in the small neighborhood of $O(2\sqrt{n}{\rm log}\frac{n\mu^0}{\varepsilon})$.

}, issn = {3080-180X}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jics/22705.html} }
TY - JOUR T1 - A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problems AU - Lipu Zhang and Yinghong Xu JO - Journal of Information and Computing Science VL - 4 SP - 305 EP - 313 PY - 2010 DA - 2010/12 SN - 5 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jics/22705.html KW - Horizontal linear complementarity problem, interior-point algorithm, full-Newton step, complexity bound. AB -

  In  this  paper,  we  give  a  full-Newton  step  primal-dual  interior-point  algorithm  for  monotone horizontal linear complementarity problem. The searching direction is obtained by modification of the classic Newton direction, and which also enjoys the quadratically convergent property in the small neighborhood of $O(2\sqrt{n}{\rm log}\frac{n\mu^0}{\varepsilon})$.

Lipu Zhang and Yinghong Xu. (2010). A Full-Newton Step Primal-Dual Interior Point Algorithm for Linear Complementarity Problems. Journal of Information and Computing Science. 5 (4). 305-313. doi:
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