A New Interior Point Method for Linear Complementarity Problem
نویسندگان
چکیده
named interior points set of the LCP (M, q) must be nonempty. The aim of this paper is to show that the LCP (M, q) is completely equivalent to a convex quadratic programming problem (CQPP ) under linear constraints. To solve the second problem, we propose an iterative method of interior points which converge in polynomial time to the exact solution; this convergence requires at most o(n0,5L) iterations, where n is the number of the variables and L is the length of a binary coding of the input; furthermore, the algorithm does not exceed o(n3,5L) arithmetic operations until its convergence and in the end, we close our paper with some numerical examples which illustrate our theoretical results.
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تاریخ انتشار 2010