Polynomial expected behavior of a pivoting algorithm for linear complementarity and linear programming problems
نویسندگان
چکیده
منابع مشابه
A pivoting algorithm for linear programming with linear complementarity constraints
We present a pivoting algorithm for solving linear programs with linear complementarity constraints. Our method generalizes the simplex method for linear programming to deal with complementarity conditions. We develop an anticycling scheme that can verify Bouligand stationarity. We also give an optimizationbased technique to find an initial feasible vertex. Starting with a feasible vertex, our ...
متن کاملImproved infeasible-interior-point algorithm for linear complementarity problems
We present a modified version of the infeasible-interior- We present a modified version of the infeasible-interior-point algorithm for monotone linear complementary problems introduced by Mansouri et al. (Nonlinear Anal. Real World Appl. 12(2011) 545--561). Each main step of the algorithm consists of a feasibility step and several centering steps. We use a different feasibility step, which tar...
متن کاملA New Principal Pivoting Scheme for Box Linear Complementarity Problems**
Judice and Pires developed in recent years principal pivoting methods for the solving of the so-called box linear complementarity problems (BLCPs) where the constraint matrices are restrictedly supposed to be of P–matrices. This paper aims at presenting a new principal pivoting scheme for BLCPs where the constraint matrices are loosely supposed to be row sufficient. This scheme can be applied t...
متن کاملPivoting in Linear Complementarity: Two Polynomial-Time Cases
We study the behavior of simple principal pivoting methods for the P-matrix linear complementarity problem (P-LCP). We solve an open problem of Morris by showing that Murty’s least-index pivot rule (under any fixed index order) leads to a quadratic number of iterations on Morris’s highly cyclic P-LCP examples. We then show that on K-matrix LCP instances, all pivot rules require only a linear nu...
متن کاملA goal programming approach for fuzzy flexible linear programming problems
We are concerned with solving Fuzzy Flexible Linear Programming (FFLP) problems. Even though, this model is very practical and is useful for many applications, but there are only a few methods for its situation. In most approaches proposed in the literature, the solution process needs at least, two phases where each phase needs to solve a linear programming problem. Here, we propose a method t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1986
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01580646