scholarly journals An interior-point method for the Cartesian P*(k)-linear complementarity problem over symmetric cones

ORiON ◽  
2014 ◽  
Vol 30 (1) ◽  
pp. 41 ◽  
Author(s):  
B Kheirfam
Keyword(s):  
Linear Complementarity Problem ◽  
Interior Point ◽  
Complementarity Problem ◽  
Interior Point Method ◽  
Linear Complementarity ◽  
Point Method ◽  
Symmetric Cones

scholarly journals The Linear Complementarity Problem and a Modified Newton's Method to Find its Solution

2016 ◽  
Vol 15 ◽  
pp. 17-35 ◽  
Author(s):  
Youssef El Foutayeni ◽  
Mohamed Khaladi
Keyword(s):  
Linear Complementarity Problem ◽  
Computational Efficiency ◽  
Interior Point ◽  
Equilibrium Model ◽  
Complementarity Problem ◽  
Interior Point Method ◽  
Numerical Experiments ◽  
Linear Complementarity ◽  
Test Problems ◽  
Modified Newton’S Method

In this paper, we present a new interior-point method of convergence order six to solve the linear complementarity problem. Computational efficiency in its general form is discussed and a comparison between the efficiency of the proposed method and existing ones is made. The performance is tested through numerical experiments on some test problems and a practical example of bio-economic equilibrium model.

A NEW POLYNOMIAL INTERIOR-POINT ALGORITHM FOR THE MONOTONE LINEAR COMPLEMENTARITY PROBLEM OVER SYMMETRIC CONES WITH FULL NT-STEPS

2012 ◽  
Vol 29 (02) ◽  
pp. 1250015 ◽  
Author(s):  
G. Q. WANG
Keyword(s):  
Linear Complementarity Problem ◽  
Interior Point ◽  
Complementarity Problem ◽  
Euclidean Jordan Algebra ◽  
Linear Complementarity ◽  
Jordan Algebras ◽  
Symmetric Cones ◽  
Interior Point Algorithm ◽  
Euclidean Jordan Algebras ◽  
Iteration Bound

In this paper, we present a new polynomial interior-point algorithm for the monotone linear complementarity problem over symmetric cones by employing the framework of Euclidean Jordan algebras. At each iteration, we use only full Nesterov and Todd steps. The currently best known iteration bound for small-update method, namely, [Formula: see text], is obtained, where r denotes the rank of the associated Euclidean Jordan algebra and ε the desired accuracy.

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