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Predictor-corrector method for linear complementarity problems with polynomial complexity and superlinear convergence |
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| Authors: | J. Ji F. A. Potra S. Huang |
| Affiliation: | (1) Department of Mathematics and Computer Science, Valdosta State University, Valdosta, Georgia;(2) Department of Mathematics, University of Iowa, Iowa City, Iowa;(3) Department of Management, School of Business and Management, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong |
| Abstract: | We extend the Mizuno-Todd-Ye predictor-corrector algorithm for solving monotone linear complementarity problems. We prove that the extended algorithm is globally Q-linearly convergent and solves problems with integer data of bitlengthL in at most iterations. We also prove that the duality gap converges to zero Q-superlinearly for problems having strictly complementary solutions. Our results generalize the results obtained by Ye, Tapia, and Zhang for linear programming. |
| Keywords: | Linear complementarity problems predictor-corrector method interior-point algorithms polynomiality superlinear convergence |
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