AN INTERIOR POINT METHOD FOR SOLVING MONOTONE LINEAR COMPLEMENTARITY PROBLEM
Tao Chen
Abstract
Tao Chen
Abstract
In this article, we study an interior point method to monotone linear complementarity problems. By using Newton direction and centering direction, we establish a feasible interior point algorithm for monotone linear complementarity problem and show that this method is polynomial in complexity. Numerical results indicate that the method is feasible and e?ective.
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In this article, we study an interior point method to monotone linear complementarity problems. By using Newton direction and centering direction, we establish a feasible interior point algorithm for monotone linear complementarity problem and show that this method is polynomial in complexity. Numerical results indicate that the method is feasible and e?ective.
Key concepts: Monotone polygon, Mathematics, Interior point method, Mixed complementarity problem, Linear complementarity problem, Complementarity (molecular biology), Complementarity theory, Mathematical optimization