Abstract
In this paper a new weighted-path-following method is presented, to solve the monotone horizontal linear complementarity problem. The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path. At each iteration, we only use full-Newton step. Finally, the currently best known iteration bound for the algorithm with small-update method, namely, \(O(\sqrt{n}\log{\frac{n}{\epsilon}})\) is deserved, which is as good as the linear analogue.
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Wang, G.Q., Yue, Y.J., Cai, X.Z. (2009). A Weighted-Path-Following Method for Monotone Horizontal Linear Complementarity Problem. In: Cao, By., Zhang, Cy., Li, Tf. (eds) Fuzzy Information and Engineering. Advances in Soft Computing, vol 54. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-88914-4_59
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DOI: https://doi.org/10.1007/978-3-540-88914-4_59
Publisher Name: Springer, Berlin, Heidelberg
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