Continuous Optimization

A Wide-Neighborhood Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems

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  • 1 Department of Applied Mathematics, Faculty of Mathematical Sciences, Shahrekord University,Shahrekord, Iran

Online published: 2018-12-30

Supported by

The authors were financially supported by Shahrekord University and also partially supported by the Center of Excellence for Mathematics, Shahrekord University, Shahrekord, Iran.

Abstract

In this paper, a wide-neighborhood predictor-corrector feasible interior-point algorithm for linear complementarity problems is proposed. The algorithm is based on using the classical affine scaling direction as a part in a corrector step, not in a predictor step. The convergence analysis of the algorithm is shown, and it is proved that the algorithm has the polynomial complexity  which coincides with the best known iteration bound for this class of mathematical problems. The numerical results indicate the efficiency of the algorithm.

 

 

Cite this article

Mohammad Pirhaji,Hossein Mansouri,Maryam Zangiabadi . A Wide-Neighborhood Predictor-Corrector Interior-Point Algorithm for Linear Complementarity Problems[J]. Journal of the Operations Research Society of China, 2018 , 6(4) : 529 -544 . DOI: https://doi.org/10.1007/s40305-017-0178-y

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