An extension of interior point potential reduction algorithm to solve general LCPs

Authors:
Laura Giacomo
Affiliations:
LIX, Laboratoire d'Informatique, École Polytechnique, Palaiseau, France
Venue:
Journal of Global Optimization
Year:
2009

Citing 2
Cited 0

Interior point algorithms: theory and analysis

Interior point algorithms: theory and analysis
Linear Complementarity as a General Solution Method to Combinatorial Problems

INFORMS Journal on Computing

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Abstract

Linear complementarity problems (LCP) may be solved if their condition number, defined appropriately is positive. This paper presents a transformation for the LCP which satisfy mild conditions to a form which will have a positive condition number. For these extensive classes an Interior point method can be used to solve it.