Please use this identifier to cite or link to this item: https://doi.org/10.1023/B:COAP.0000013059.84424.af
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dc.titleConvergence Analysis of an Infeasible Interior Point Algorithm Based on a Regularized Central Path for Linear Complementarity Problems
dc.contributor.authorZhou, G.
dc.contributor.authorToh, K.-C.
dc.contributor.authorZhao, G.
dc.date.accessioned2014-10-28T02:32:55Z
dc.date.available2014-10-28T02:32:55Z
dc.date.issued2004-03
dc.identifier.citationZhou, G., Toh, K.-C., Zhao, G. (2004-03). Convergence Analysis of an Infeasible Interior Point Algorithm Based on a Regularized Central Path for Linear Complementarity Problems. Computational Optimization and Applications 27 (3) : 269-283. ScholarBank@NUS Repository. https://doi.org/10.1023/B:COAP.0000013059.84424.af
dc.identifier.issn09266003
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/103065
dc.description.abstractMost existing interior-point methods for a linear complementarity problem (LCP) require the existence of a strictly feasible point to guarantee that the iterates are bounded. Based on a regularized central path, we present an infeasible interior-point algorithm for LCPs without requiring the strict feasibility condition. The iterates generated by the algorithm are bounded when the problem is a P* LCP and has a solution. Moreover, when the problem is a monotone LCP and has a solution, we prove that the convergence rate is globally linear and it achieves ε-feasibility and ε-complementarity in at most O(n 2 ln(1/ε)) iterations with a properly chosen starting point.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1023/B:COAP.0000013059.84424.af
dc.sourceScopus
dc.subjectGlobal convergence
dc.subjectInfeasible interior point method
dc.subjectInfeasible regularized central path
dc.subjectLinear complementarity problem
dc.subjectPolynomiality
dc.typeArticle
dc.contributor.departmentMATHEMATICS
dc.description.doi10.1023/B:COAP.0000013059.84424.af
dc.description.sourcetitleComputational Optimization and Applications
dc.description.volume27
dc.description.issue3
dc.description.page269-283
dc.description.codenCPPPE
dc.identifier.isiut000188330900003
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