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Feasible Corrector-Predictor Interior-Point Algorithm for $P_{*} (\kappa)$-Linear Complementarity Problems Based on a New Search Direction

Zsolt Darvay, Tibor Illés, Janez Povh, Petra Renáta Rigó

2020SIAM Journal on Optimization25 citationsDOIOpen Access PDF

Abstract

Feasible Corrector-Predictor Interior-Point Algorithm for $P_{*} (\kappa)$-Linear Complementarity Problems Based on a New Search Direction

Topics & Concepts

MathematicsPredictor–corrector methodInterior point methodComplementarity (molecular biology)Linear complementarity problemKappaMathematical optimizationLinear programmingAlgorithmApplied mathematicsGeometryNonlinear systemGeneticsQuantum mechanicsBiologyPhysicsAdvanced Optimization Algorithms ResearchMatrix Theory and AlgorithmsOptimization and Variational Analysis
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