A new polynomial time method for a linear complementarity problem |
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Authors: | Shinji Mizuno |
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Affiliation: | (1) Department of Industrial Engineering and Management, Tokyo Institute of Technology, Oh-Okayama, 152 Meguro, Tokyo, Japan |
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Abstract: | The purpose of this paper is to present a new polynomial time method for a linear complementarity problem with a positive semi-definite matrix. The method follows a sequence of points. If we generate the sequence on a path, we can construct a path following method, and if we generate the sequence based on a potential function, we can construct a potential reduction method. The method has the advantage that it requires at most iterations for any initial feasible point whose components lie between 2–O(L) and 2O(L).Research was supported in part by Grant-in-Aids for Encouragement of Young Scientists (63730014) and for General Scientific Research (63490010) of The Ministry of Education, Science and Culture. |
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Keywords: | Linear complementarity problem polynomial time method path following method potential reduction method |
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