A new predictor-corrector large-update interior-point algorithm for nonmonotone linear complementarity problems. (Chinese. English summary) Zbl 1265.90302
Summary: Based on the idea of the Mehrota-type predictor-corrector algorithm, a new wide neighborhood predictor-corrector algorithm is presented for \(P_\ast(\kappa)\) linear complementarity problems. Its computational complexity is discussed. The analytical results indicate that the algorithm has polynomial-time. The numerical results show the effectiveness of the new algorithm.
MSC:
| 90C33 | Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) |
| 90C51 | Interior-point methods |
