Name: a unified approach to interior point algorithms for linear complementarity problems
SKU: 3485484
Price: 54.31 EUR
Availability: InStock
Author: kojima,megiddo,noma,yoshise
ISBN: 9783540545095

portada a unified approach to interior point algorithms for linear complementarity problems

a unified approach to interior point algorithms for linear complementarity problems

Type

Physical Book

Publisher

Springer

Author

kojima,megiddo,noma,yoshise

Language

English

Pages

108

ISBN

3540545093

ISBN13

9783540545095

Synopsis "a unified approach to interior point algorithms for linear complementarity problems"

following karmarkars 1984 linear programming algorithm, numerous interior-point algorithms have been proposed for various mathematical programming problems such as linear programming, convex quadratic programming and convex programming in general. this monograph presents a study of interior-point algorithms for the linear complementarity problem (lcp) which is known as a mathematical model for primal-dual pairs of linear programs and convex quadratic programs. a large family of potential reduction algorithms is presented in a unified way for the class of lcps where the underlying matrix has nonnegative principal minors (p0-matrix). this class includes various important subclasses such as positive semi-definite matrices, p-matrices, p*-matrices introduced in this monograph, and column sufficient matrices. the family contains not only the usual potential reduction algorithms but also path following algorithms and a damped newton method for the lcp. the main topics are global convergence, global linear convergence, and the polynomial-time convergence of potential reduction algorithms included in the family.