A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems: 538 - Brossura

Kojima, Masakazu; Megiddo, Nimrod; Yoshise, Akiko; Noma, Toshihito

 
9783540545095: A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems: 538

Sinossi

Following Karmarkar's 1984 linear programming algorithm,numerous interior-point algorithms have been proposed forvarious mathematical programming problems such as linearprogramming, convex quadratic programming and convexprogramming in general. This monograph presents a study ofinterior-point algorithms for the linear complementarityproblem (LCP) which is known as a mathematical model forprimal-dual pairs of linear programs and convex quadraticprograms. A large family of potential reduction algorithmsis presented in a unified way for the class of LCPs wherethe underlying matrix has nonnegative principal minors(P0-matrix). This class includes various importantsubclasses such as positive semi-definite matrices,P-matrices, P*-matrices introduced in this monograph, andcolumn sufficient matrices. The family contains not only theusual potential reduction algorithms but also path followingalgorithms and a damped Newton method for the LCP. The maintopics are global convergence, global linear convergence,and the polynomial-time convergence of potential reductionalgorithms included in the family.

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Contenuti

Summary.- The class of linear complementarity problems with P 0-matrices.- Basic analysis of the UIP method.- Initial points and stopping criteria.- A class of potential reduction algorithms.- Proofs of convergence theorems.

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9780387545097: A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems

Edizione in evidenza

ISBN 10:  0387545093 ISBN 13:  9780387545097
Brossura