Title
Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity
Abstract
In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R. W. Cottle, J.-S. Pang, Venkateswaran, Linear Algebra Appl. 114/115 (1989) 231–249). We show that these paths converge to a central point of the set of solutions. It is also shown that these are analytic functions of the path parameter even at the limitpoint, if the complementarity problem has a strictly complementary solution, and have a simple branchpoint, if it is solveable, but has no strictly complementarity solution.
Year
DOI
Venue
1998
10.1007/BF02680568
Math. Program.
Keywords
Field
DocType
Horizontal linear complementarity problems, Sufficient matrices, Infeasible interior-point-paths
Complementarity (molecular biology),Linear algebra,Mathematical optimization,Analytic function,Complementarity theory,Linear complementarity problem,Mixed complementarity problem,Interior point method,Mathematics
Journal
Volume
Issue
ISSN
83
1-3
1436-4646
Citations 
PageRank 
References 
27
1.78
4
Authors
2
Name
Order
Citations
PageRank
J. Stoer115551.88
Martin Wechs2926.99