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A new polynomial time method for a linear complementarity problem
Authors:Shinji Mizuno
Affiliation:(1) Department of Industrial Engineering and Management, Tokyo Institute of Technology, Oh-Okayama, 152 Meguro, Tokyo, Japan
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
$$O(sqrt n L)$$
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.
Keywords:Linear complementarity problem  polynomial time method  path following method  potential reduction method
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