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Izvorni znanstveni članak
https://doi.org/10.17535/crorr.2016.0001

Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems

Goran Lešaja ; Department of Mathematical Sciences, Georgia Southern University, Statesboro, USA
Mustafa Ozen ; Department of Mathematical Sciences, Georgia Southern University, Statesboro, USA

Puni tekst: engleski, pdf (420 KB) str. 1-18 preuzimanja: 369* citiraj
APA 6th Edition
Lešaja, G. i Ozen, M. (2016). Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems. Croatian Operational Research Review, 7 (1), 1-18. https://doi.org/10.17535/crorr.2016.0001
MLA 8th Edition
Lešaja, Goran i Mustafa Ozen. "Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems." Croatian Operational Research Review, vol. 7, br. 1, 2016, str. 1-18. https://doi.org/10.17535/crorr.2016.0001. Citirano 27.07.2021.
Chicago 17th Edition
Lešaja, Goran i Mustafa Ozen. "Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems." Croatian Operational Research Review 7, br. 1 (2016): 1-18. https://doi.org/10.17535/crorr.2016.0001
Harvard
Lešaja, G., i Ozen, M. (2016). 'Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems', Croatian Operational Research Review, 7(1), str. 1-18. https://doi.org/10.17535/crorr.2016.0001
Vancouver
Lešaja G, Ozen M. Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems. Croatian Operational Research Review [Internet]. 2016 [pristupljeno 27.07.2021.];7(1):1-18. https://doi.org/10.17535/crorr.2016.0001
IEEE
G. Lešaja i M. Ozen, "Improved Full-Newton-Step Infeasible Interior-Point Method for Linear Complementarity Problems", Croatian Operational Research Review, vol.7, br. 1, str. 1-18, 2016. [Online]. https://doi.org/10.17535/crorr.2016.0001

Sažetak
We present an Infeasible Interior-Point Method for monotone Linear Complementarity Problem (LCP) which is an improved version of the algorithm given in [13]. In the earlier version, each iteration consisted of one feasibility step and few centering steps. The improved version guarantees that after one feasibility step, the new iterate is feasible and close enough to the central path thanks to the much tighter proximity estimate which is based on the new lemma introduced in [18]. Thus, the centering steps are eliminated. Another advantage of this method is the use of full-Newton-steps, that is, no calculation of the step size is required. The preliminary implementation and numerical results demonstrate the advantage of the improved version of the method in comparison with the old one.

Ključne riječi
linear complementarity problems; interior-point method; infeasible interior-point method; full-Newton-step

Hrčak ID: 157342

URI
https://hrcak.srce.hr/157342

Posjeta: 682 *