EN
An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems
Abstract
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.
Keywords
References
- 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)
Details
Primary Language
English
Subjects
Applied Mathematics
Journal Section
Review Article
Publication Date
December 31, 2021
Submission Date
December 13, 2021
Acceptance Date
January 2, 2022
Published in Issue
Year 2021 Volume: 4 Number: 2
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
1.Grimes W, Achache M. An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. IJIAM. 2021;4(2):53-59. doi:10.53508/ijiam.1036022
Chicago
Grimes, Welid, and Mohamed Achache. 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.
EndNote
Grimes W, Achache M (December 1, 2021) An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. International Journal of Informatics and Applied Mathematics 4 2 53–59.
IEEE
[1]W. Grimes and M. Achache, “An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems”, IJIAM, vol. 4, no. 2, pp. 53–59, Dec. 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 (December 1, 2021): 53-59. https://doi.org/10.53508/ijiam.1036022.
JAMA
1.Grimes W, Achache M. An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. IJIAM. 2021;4:53–59.
MLA
Grimes, Welid, and Mohamed Achache. “An Infeasible Interior-Point Algorithm for Monotone Linear Complementarity Problems”. International Journal of Informatics and Applied Mathematics, vol. 4, no. 2, Dec. 2021, pp. 53-59, doi:10.53508/ijiam.1036022.
Vancouver
1.Welid Grimes, Mohamed Achache. An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems. IJIAM. 2021 Dec. 1;4(2):53-9. doi:10.53508/ijiam.1036022