Full Newton Step Interior Point Method for Linear Complementarity Problem Over Symmetric Cones

<p>In this thesis, we present a new Feasible Interior-Point Method (IPM) for Linear Complementarity Problem (LPC) over Symmetric Cones. The advantage of this method lies in that it uses full Newton-steps, thus, avoiding the calculation of the step size at each iteration. By suitable choice of parameters we prove the global convergence of iterates which always stay in the the central path neighborhood. A global convergence of the method is proved and an upper bound for the number of iterations necessary to find ε-approximate solution of the problem is presented.</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

2013

Author dc:creator

• Berdnikov, Andrii

Contributors dc:contributor

• Alina Iacob
• Alex Stokolos

• ETD
• Linear complementarity Problem
• Interior-Point Method
• Jordan Euclidean Algebra
• Symmetric Cones
• Algebra
• Numerical Analysis and Computation

Repository record dc:identifier

https://digitalcommons.georgiasouthern.edu/etd/881

OAI identifier oai:identifier

oai:digitalcommons.georgiasouthern.edu:etd-1912