A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems
ISBN: 978-35-405-4509-5
Format: 15.6x23.4cm
Liczba stron: 124
Oprawa: Miękka
Wydanie: 1991 r.
Język: angielski
Dostępność: dostępny
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 programs and convex quadratic programs. A large family of potential reduction algorithms is presented in a unified way for the class of LCPs where the underlying matrix has nonnegative
principal minors (P0-matrix). This class includes various important subclasses such as positive semi-definite matrices, P-matrices, P*-matrices introduced in this monograph,
and column sufficient matrices. The family contains not only the usual potential reduction algorithms but also path following algorithms and a damped Newton method for the LCP. The main topics are global convergence,
global linear convergence, and the polynomial-time convergence of potential reduction algorithms included in the family.