A Smoothing Method for a Mathematical Program with P-Matrix Linear Complementarity Constraints

Authors:
Xiaojun Chen;Masao Fukushima
Affiliations:
Department of Mathematical System Science, Faculty of Science and Technology, Hirosaki 036-8561, Japan. chen@cc.hirosaki-u.ac.jp;Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto 606-8501, Japan. fuku@amp.i.kyoto-u.ac.jp
Venue:
Computational Optimization and Applications
Year:
2004

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Abstract

Most existing interior-point methods for a linear complementarity problem (LCP) require the existence of a strictly feasible point to guarantee that the iterates are bounded. Based on a regularized central path, we present an infeasible interior-point ...