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An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems

Yıl 2021, , 53 - 59, 31.12.2021

Welid Grimes Mohamed Achache

https://doi.org/10.53508/ijiam.1036022

Öz

In this study, we implement a variant of infeasible interior-point algorithm for solving monotone linear complementarity problems (LCP). We first reformulate the monotone LCP as an minimization problem. Then a descent iterative method is applied to the latter. The descent direction is computed via the Newton method. However, for maintaining the positivity of iterates, a novel and efficient strategy is proposed. Some numerical results are reported to show the efficiency of our proposed approach.

Anahtar Kelimeler

Monotone linear complementarity problems Newton method logarithmic penalty approach

Kaynakça

  • Achache, M., Roumili, H., Keraghel, A.: A numerical study of an infeasible primal-dual path-following algorithm for linear programming. Applied Mathematics and Computation (186)(2), 1472--1479 (2007)
  • Cottle, R.W., Pang, J.S., and Stone, R.E.: The Linear Complementarity Problem. Academic Press, San Diego (1992)
  • Wright, S.J.: Primal-Dual Interior Point Methods. SIAM, Philadelphia, USA (1997)

Yıl 2021, , 53 - 59, 31.12.2021

Welid Grimes Mohamed Achache

https://doi.org/10.53508/ijiam.1036022

Öz

Kaynakça

  • Achache, M., Roumili, H., Keraghel, A.: A numerical study of an infeasible primal-dual path-following algorithm for linear programming. Applied Mathematics and Computation (186)(2), 1472--1479 (2007)
  • Cottle, R.W., Pang, J.S., and Stone, R.E.: The Linear Complementarity Problem. Academic Press, San Diego (1992)
  • Wright, S.J.: Primal-Dual Interior Point Methods. SIAM, Philadelphia, USA (1997)
Toplam 3 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular Uygulamalı Matematik
Bölüm Makaleler
Yazarlar

Welid Grimes

Mohamed Achache Bu kişi benim

Yayımlanma Tarihi 31 Aralık 2021
Kabul Tarihi 2 Ocak 2022
Yayımlandığı Sayı Yıl 2021

Kaynak Göster

APA Grimes, W., & Achache, M. (2021). An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. International Journal of Informatics and Applied Mathematics, 4(2), 53-59. https://doi.org/10.53508/ijiam.1036022
AMA Grimes W, Achache M. An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. IJIAM. Aralık 2021;4(2):53-59. doi:10.53508/ijiam.1036022
Chicago Grimes, Welid, ve Mohamed Achache. “An Infeasible Interior-Point Algorithm for Monotone Linear Complementarity Problems”. International Journal of Informatics and Applied Mathematics 4, sy. 2 (Aralık 2021): 53-59. https://doi.org/10.53508/ijiam.1036022.
EndNote Grimes W, Achache M (01 Aralık 2021) An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. International Journal of Informatics and Applied Mathematics 4 2 53–59.
IEEE W. Grimes ve M. Achache, “An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems”, IJIAM, c. 4, sy. 2, ss. 53–59, 2021, doi: 10.53508/ijiam.1036022.
ISNAD Grimes, Welid - Achache, Mohamed. “An Infeasible Interior-Point Algorithm for Monotone Linear Complementarity Problems”. International Journal of Informatics and Applied Mathematics 4/2 (Aralık 2021), 53-59. https://doi.org/10.53508/ijiam.1036022.
JAMA Grimes W, Achache M. An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. IJIAM. 2021;4:53–59.
MLA Grimes, Welid ve Mohamed Achache. “An Infeasible Interior-Point Algorithm for Monotone Linear Complementarity Problems”. International Journal of Informatics and Applied Mathematics, c. 4, sy. 2, 2021, ss. 53-59, doi:10.53508/ijiam.1036022.
Vancouver Grimes W, Achache M. An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. IJIAM. 2021;4(2):53-9.

International Journal of Informatics and Applied Mathematics