Infeasible-interior-point algorithms for LCP
A predictor-corrector algorithm for solving monotone linear complementarity problems from infeasible starting points is presented. The algorithm terminates in O(nL) steps either by finding a solution or by determining that the problem is not solvable. The complexity of the algorithm depends on the quality of the starting point. If the problem is solvable and if a certain measure of feasibility at the starting point is small enough then the algorithm finds a solution in O({radical}{bar n}L) iterations. The algorithm requires two matrix factorizations and two backsolves per iteration. If the problem has a strictly complementary solution then the algorithm is quadratically convergent, and therefore its asymptotic efficiency index is {radical}{bar 2}. Extensions to more general linear complementarity problems are discussed.
- OSTI ID:
- 36639
- Report Number(s):
- CONF-9408161--
- Country of Publication:
- United States
- Language:
- English
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