Full-Newton-Step Interior-Point Method for the Linear Complementarity Problems

<p>In this thesis, we present a new Interior-Point Method (IPM) for monotone Linear Complementarity Problem (LPC). The advantage of the method is that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. However, by suitable choice of parameters the iterates are forced to stay in the neighborhood of the central path, hence, still guaranteeing the global convergence of the method under strict feasibility assumption. The number of iterations necessary to find 2-approximate solution of the problem matches the best known iteration bounds for these types of methods. The preliminary implementation of the method and numerical results indicate robustness and practical validity of the method.</p>

Name thesis:degree_name

Master of Science in Mathematics (M.S.)

Level thesis:degree_level

Thesis (open access)

Discipline thesis:degree_discipline

Department of Mathematical Sciences

Year dc:date.available

2011

Author dc:creator

• Kaluarachchi, H.K. Pubudu

Contributors dc:contributor

• Scott Kersey
• Billur Kaymakcalan

• ETD
• Linear complementarity problem
• Interior-point method
• Full Newton-step
• Polynomial convergence

Repository record dc:identifier

https://digitalcommons.georgiasouthern.edu/etd/669

OAI identifier oai:identifier

oai:digitalcommons.georgiasouthern.edu:etd-1669