A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems (Paperback, 1991 ed.)

Following Karmarkar's 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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Computer Science, 538
Release date:	September 1991
First published:	1991
Authors:	Masakazu Kojima • Nimrod Megiddo • Toshihito Noma • Akiko Yoshise
Dimensions:	233 x 155 x 6mm (L x W x T)
Format:	Paperback
Pages:	112
Edition:	1991 ed.
ISBN-13:	978-3-540-54509-5
Categories:	Books > Computing & IT > General theory of computing > Mathematical theory of computation Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	3-540-54509-3
Barcode:	9783540545095

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