Title of article
A Quadratically Convergent Interior-Point Algorithm
Author/Authors
Mansouri, H. shahrekord university, شهركرد, ايران , Asadi, S. shahrekord university, شهركرد, ايران
From page
237
To page
244
Abstract
In this paper, we present a new path-following interior-point algorithm for -horizontal linear complementarity problems (HLCPs). The algorithm uses only full-Newton steps which has the advantage that no line searchs are needed. Moreover, we obtain the currently best known iteration bound for the algorithm with small-update method, namely, , which is as good as the linear analogue.
Keywords
Horizontal linear complementarity problem (HLCP) , Interior point method (IPM) , Central path ,
Journal title
Journal of Sciences Islamic Republic of Iran
Journal title
Journal of Sciences Islamic Republic of Iran
Record number
2580044
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