Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems

Abstract

A first order affine scaling method and two mth order affine scaling methods for solving monotone linear complementarity problems (LCP) are presented. All three methods produce iterates in a wide neighborhood of the central path. The first order method has O(nL2(lognL2)(log lognL2)) iteration complexity. If the LCP admits a strict complementary solution… (More)
DOI: 10.1137/060670341

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