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- Title
Mehrotra predictor-corrector algorithm for linear complementarity problem.
- Authors
CHANG Zheng; LI Jing-hua
- Abstract
In this paper, a second-order correction term is added based on Ai's neighborhood following algorithm, and an Mehrotra predictor-corrector algorithm for linear complementarity problem is presented. Since LCP's iterative direction does not have orthogonality, the theoretical analysis of the algorithm is more difficult than the one in the linear programming. By deriving the complexity for the algorithm, the best-known result for linear complementarity problem is obtained.
- Subjects
POLYNOMIAL time algorithms; LINEAR complementarity problem; ITERATIVE methods (Mathematics); LINEAR programming; ORTHOGONAL functions
- Publication
Basic Sciences Journal of Textile Universities / Fangzhi Gaoxiao Jichu Kexue Xuebao, 2013, Vol 26, Issue 4, p498
- ISSN
1006-8341
- Publication type
Article