An interior point potential reduction algorithm for the linear complementarity problem

1992 ◽  
Vol 54 (1-3) ◽  
pp. 267-279 ◽  
Author(s):  
Masakazu Kojima ◽  
Nimrod Megiddo ◽  
Yinyu Ye
2010 ◽  
Vol 29-32 ◽  
pp. 725-731
Author(s):  
Long Quan Yong

This text studies a kind of obstacle problem. Combining with difference principle, we transform the original problem into monotone linear complementarity problem, and propose a novel method called potential-reduction interior point algorithm for monotone linear complementarity problem. We establish global and finite convergence of the new method. The reliability and efficiency of the algorithm is demonstrated by the numerical experiments of standard linear complementarity problems and the examples of obstacle problem with free boundary.


2019 ◽  
Vol 11 (1) ◽  
pp. 43-46
Author(s):  
Zsolt Darvay ◽  
Ágnes Füstös

Abstract In this article we discuss the interior-point algorithm for the general complementarity problems (LCP) introduced by Tibor Illés, Marianna Nagy and Tamás Terlaky. Moreover, we present a various set of numerical results with the help of a code implemented in the C++ programming language. These results support the efficiency of the algorithm for both monotone and sufficient LCPs.


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