(Enter summary)
Abstract: The linear complementarity problem (LCP) can be viewed as
the problem of minimizing x
y subject to y = Mx+ q and x# y
0.We are
interested in finding a pointwithx
y !fflforagiven ffl?0: The algorithm proceeds
by iteratively reducing the potential function
ln x j y j #
where, for example, ae =2n. The direction of movement in the original space
can be viewed as follows. First, apply a
linear
scaling transformation to make
the coordinates of the current point all equal
to1
. Take a... (Update)
Context of citations to this paper: More
...the problem [18] 2 The central path is defined in the usual way. See Section 2. A ROUNDING PROCEDURE FOR LCP 3 for LCP are defined in [19, 31]. It will be shown in a quite elementary way that in a given neighborhood of the central path the variables fall apart in three classes...
.... us a lot of ideas to develop interior point algorithms for linear complementarity problems (LCP) and NCPs ([6, 8, 7, 13, 24, 26, 21, 22, 23, 20, 18, 27, 33, 38, 42, 46, 48, 47] etc. The global convergence of these algorithms has been shown by using the existence of the...
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BibTeX entry: (Update)
M. Kojima, N. Megiddo and Y. Ye. An interior point potential reduction algorithm for the linear complementarity problem. Math. Programming, to appear. http://citeseer.ist.psu.edu/675694.html More
@misc{ kojima-interior,
author = "M. Kojima and N. Megiddo and Y. Ye",
title = "An interior point potential reduction algorithm for the linear complementarity
problem",
text = "M. Kojima, N. Megiddo and Y. Ye. An interior point potential reduction
algorithm for the linear complementarity problem. Math. Programming, to
appear.",
url = "citeseer.ist.psu.edu/675694.html" }
Citations (may not include all citations):
73
Polynomial time algorithm for a class of linear complementar.. (context) - Kojima, Mizuno et al. - 1989
15
Polynomial affine algorithms for linear programming (context) - Gonzaga - 1988
7
A new polynomial-( algorithm for linear programming (context) - Karmarkar - 1984
6
The Jacobian matrix and global univalence of mappings (context) - Gale, Nikaido - 1965
1
A Note on the ComplexityofP-( LCP and Computing anEquilibriu.. (context) - Megiddo - 1988
1
An O(n L) potential reduction algorithm for linear programmi.. (context) - Ye - 1989
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