Title | ||
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Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity |
Abstract | ||
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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. Stoer | 1 | 155 | 51.88 |
Martin Wechs | 2 | 92 | 6.99 |