A combined homotopy interior point method for the linear complementarity problem
- مقطع تحصیلی: عمومی
رای دهی: 5 / 5
عنوان مقاله :
A combined homotopy interior point method for the linear complementarity problem
Applied Mathematics and Computation
نویسنده:
سال انتشار : 2005
منتشر شده در :
Applied Mathematics and Computation
Elsevier
کلمات کلیدی :
- Homotopy path
- Interior point algorithm
- Linear complementarity problem
- Predictor corrector algorithm
چکیده:
A combined homotopy interior point method for the linear complementarity problem (LCP) is proposed in this paper. We construct a homotopy path for the linear complementarity problem and prove that the homotopy path determines a smooth interior path from an arbitrary given interior point to the solution of LCP. Furthermore, we modify a predictor corrector algorithm with the technique of the cone neighborhood to trace the homotopy path. Finally, a numerical example is provided to show the effectiveness and feasibility of this method.
کد مقاله = 2000
