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An improved full-Newton step O(n) infeasible interior-point method for horizontal linear complementarity problem

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Abstract

We present an improved version of an infeasible interior-point method for horizontal linear complementarity problem (J. Optim. Theory Appl.,161(3),853–869, ??2014). In the earlier version, each iteration consisted of one so-called feasibility and a few centering steps. Here, each iteration consists of only a feasibility step, whereas the iteration bound improves the earlier bound.

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  1. Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran

    Behrouz Kheirfam

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  1. Behrouz Kheirfam
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Kheirfam, B. An improved full-Newton step O(n) infeasible interior-point method for horizontal linear complementarity problem. Numer Algor 71, 491–503 (2016). https://doi.org/10.1007/s11075-015-0005-7

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  • DOI: https://doi.org/10.1007/s11075-015-0005-7

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