Title :
Interior point method for solving linear complementarity problems with P*-matrix
Author :
Wang, Xiuyu ; Jiang, Xingwu ; Liu, Qinghuai
Author_Institution :
Sch. of Basic Sci., Changchun Univ. of Technol., Changchun, China
Abstract :
In this paper, we study the following Linear complementarity problem:M ∈ Rn×n, q ∈ Rn, find x ≥ 0, such that Mx + q ≥ 0 and xT (Mx + q) = 0. First of all, We study several properties of the P*-matrix,then we construct a combined homotopy equation, prove the existence and the convergence of the homotopy path, which is from any interior point to the solution of the problem. Numerical example shows that this method is feasible and effective.
Keywords :
mathematical programming; matrix algebra; set theory; P matrix; homotopy equation; homotopy solution path; interior point method; linear complementarity problem; Educational institutions; IEL; P*-matrix; complementarity problems; homotopy method; homotopy solution path;
Conference_Titel :
Computer, Mechatronics, Control and Electronic Engineering (CMCE), 2010 International Conference on
Conference_Location :
Changchun
Print_ISBN :
978-1-4244-7957-3
DOI :
10.1109/CMCE.2010.5609642
