期刊全称 | A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems | 影响因子2023 | Masakazu Kojima,Nimrod Megiddo,Akiko Yoshise | 视频video | | 学科分类 | Lecture Notes in Computer Science | 图书封面 |  | 影响因子 | Following Karmarkar‘s 1984 linear programming algorithm,numerous interior-point algorithms have been proposed forvarious mathematical programming problems such as linearprogramming, convex quadratic programming and convexprogramming in general. This monograph presents astudy ofinterior-point algorithms for the linear complementarityproblem (LCP) which is known as a mathematical modelforprimal-dual pairs of linear programs and convex quadraticprograms. A large family of potential reduction algorithmsis presented in a unifiedway for the class of LCPs wherethe underlying matrix has nonnegative principal minors(P0-matrix). This class includes various importantsubclasses such as positive semi-definite matrices,P-matrices, P*-matrices introduced in this monograph, andcolumn sufficient matrices. The family contains not only theusualpotential reduction algorithms but also path followingalgorithms and a damped Newton method for the LCP. The maintopics are global convergence, global linear convergence,and the polynomial-time convergence of potential reductionalgorithms included in the family. | Pindex | Book 1991 |
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