A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems

ISBN-13: 9783540545095 / Angielski / Miękka / 1991 / 112 str.

Masakazu Kojima;Nimrod Megiddo;Toshihito Noma

Opis

Following Karmarkar's 1984 linear programming algorithm, numerous interior-point algorithms have been proposed for various mathematical programming problems such as linear programming, convex quadratic programming and convex programming in general. This monograph presents a study of interior-point algorithms for the linear complementarity problem (LCP), which is known as a mathematical model for primal-dual pairs of linear programmes and convex quadratic programmes.

Spis treści

Summary.- The class of linear complementarity problems with P 0-matrices.- Basic analysis of the UIP method.- Initial points and stopping criteria.- A class of potential reduction algorithms.- Proofs of convergence theorems.