- International Journal of Informatics and Applied Mathematics
- Vol: 4 Issue: 2
- An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems
An Infeasible Interior-point Algorithm for Monotone Linear Complementarity Problems
Authors : Welid GRİMES, Mohamed ACHACHE
Pages : 53-59
Doi:10.53508/ijiam.1036022
View : 7 | Download : 3
Publication Date : 2021-12-31
Article Type : Other
Abstract :In this study, we implement a variant of infeasible interior-point algorithm for solving monotone linear complementarity problems (LCP). We first reformulate the monotone LCP as an minimization problem. Then a descent iterative method is applied to the latter. The descent direction is computed via the Newton method. However, for maintaining the positivity of iterates, a novel and efficient strategy is proposed. Some numerical results are reported to show the efficiency of our proposed approach.Keywords : Monotone linear complementarity problems, Newton method, logarithmic penalty approach