Infeasible-interior-point paths for sufficient linear complementarity problems and their analyticity |
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Authors: | Josef Stoer Martin Wechs |
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Affiliation: | 1. Institut für Angewandte Mathematik und Statistik, Universit?t Würzburg, Am Hubland, D-97074, Würsburg, Germany
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Abstract: | In this paper we study the behavior of infeasible-interior-point-paths for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle et al. (R. W. Cottle, J.-S. Pang, Venkateswaran, Linear Algebra Appl. 114/115 (1989) 231–249). We show that these paths converge to a central point of the set of solutions. It is also shown that these are analytic functions of the path parameter even at the limitpoint, if the complementarity problem has a strictly complementary solution, and have a simple branchpoint, if it is solveable, but has no strictly complementarity solution. |
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Keywords: | Horizontal linear complementarity problems Sufficient matrices Infeasible interior-point-paths |
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