Paper Info
Title
Adaptive full newton-step infeasible interior-point method for sufficient horizontal LCP
Abstract
An adaptive full Newton-step infeasible-interior-point method for solving sufficient horizontal linear complementarity problems is analysed and sufficient conditions are given for the superlinear convergence of the sequence of iterates. The main feature of the method is that the parameter defining the Newton-step is adaptively chosen at each iteration, in contrast with previous full-Newton step methods where this parameter is kept fixed at all iterations. We mention that no superlinear convergence results are known for the latter methods. The theoretical complexity of our method matches the best known results in the literature. In the first algorithm, we assume that an upper bound for the handicap of the problem is known. The second algorithm does not depend on the handicap of the problem, so that it can readily be applied to any horizontal linear complementarity problem.
Year
DOI
Venue
2019
10.1080/10556788.2018.1546857
OPTIMIZATION METHODS & SOFTWARE
Keywords
DocType
Volume
Sufficient horizontal linear complementarity problem,Infeasible central path,Interior-point method,Adaptive full Newton-step
Journal
34
Issue
ISSN
Citations 
SP5
1055-6788
0
PageRank 
References 
Authors
0.34
10
2
Name
Order
Citations
PageRank
Goran Lesaja144.69
Florian A. Potra230534.71